+17,561.1%
LLY vs HD
+31,989.9%
-14,428.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -2.1% | -2.1% | -0.1% | -1.6% |
| 30D | -1.6% | -8.4% | +6.8% | +0.8% |
| 3M | +2.3% | +4.3% | -2.1% | +0.9% |
| 6M | +14.9% | -11.1% | +26.0% | +18.3% |
| YTD | +7.5% | -4.7% | +12.1% | +8.5% |
| 1Y | +55.7% | -19.8% | +75.5% | +64.4% |
| 3Y | +110.6% | +4.1% | +106.5% | +105.8% |
| 5Y | +363.4% | +10.3% | +353.1% | +338.8% |
| 10Y | +1,649.0% | +203.2% | +1,445.8% | +1,133.7% |
| All | +17,561.1% | +31,989.9% | -14,428.8% | +2,606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling