+46.3%
LLY vs HL
-6.8%
+53.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +1.4% | -5.6% | +6.9% | +1.6% |
| 30D | +21.5% | -16.2% | +37.7% | +22.4% |
| 3M | +18.5% | -20.5% | +38.9% | +19.4% |
| 6M | +49.1% | -31.7% | +80.8% | +51.6% |
| YTD | +34.4% | -26.4% | +60.8% | +35.6% |
| 1Y | +46.3% | -4.3% | +50.6% | +44.6% |
| All | +46.3% | -6.8% | +53.1% | +44.6% |
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