+50.7%
LLY vs HL
+108.3%
-57.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -3.1% | +0.4% | -3.5% | -3.1% |
| 30D | -8.6% | +18.8% | -27.4% | -9.6% |
| 3M | -1.6% | +43.7% | -45.4% | -4.0% |
| 6M | +11.8% | -1.0% | +12.9% | +11.1% |
| YTD | +5.1% | +8.7% | -3.6% | +4.0% |
| 1Y | +50.7% | +105.0% | -54.3% | +49.9% |
| All | +50.7% | +108.3% | -57.6% | +49.9% |
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