+57.3%
LLY vs HL
+22.6%
+34.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.2% | -12.6% | 0.0% |
| 7D | +10.1% | +0.2% | +9.9% | +10.0% |
| 30D | +24.0% | -12.1% | +36.2% | +24.8% |
| 3M | +27.3% | -2.8% | +30.1% | +27.0% |
| 6M | +47.0% | -14.9% | +61.9% | +47.3% |
| YTD | +32.6% | -22.0% | +54.6% | +33.0% |
| 1Y | +57.3% | +25.0% | +32.3% | +50.2% |
| All | +57.3% | +22.6% | +34.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 1y: compounded portfolio wealth divided by compounded HL 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…
1y analysis · Full analysis span regression · 6 months rolling