+143.7%
LLY vs HIG
+94.4%
+49.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.6% | +4.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +19.7% | +4.5% | +15.3% | +18.3% |
| 3M | +19.3% | -5.5% | +24.7% | +21.1% |
| 6M | +49.3% | +3.1% | +46.3% | +47.9% |
| YTD | +32.0% | -0.8% | +32.8% | +32.0% |
| 1Y | +53.7% | +6.1% | +47.6% | +50.9% |
| 3Y | +143.7% | +94.1% | +49.6% | +133.3% |
| All | +143.7% | +94.4% | +49.3% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling