+104.7%
LLY vs HL
+407.7%
-303.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.8% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | -1.6% | +25.1% | -26.7% | -2.2% |
| 3M | +2.3% | +22.9% | -20.6% | +1.6% |
| 6M | +14.9% | -4.9% | +19.8% | +14.5% |
| YTD | +7.5% | +7.8% | -0.4% | +7.0% |
| 1Y | +55.7% | +133.9% | -78.2% | +54.6% |
| All | +104.7% | +407.7% | -303.1% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling