+372.0%
LLY vs HL
+244.8%
+127.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +2.3% | +22.9% | -20.6% | +1.6% |
| 6M | +14.9% | -4.9% | +19.8% | +14.6% |
| YTD | +7.5% | +7.8% | -0.4% | +6.8% |
| 1Y | +55.7% | +133.9% | -78.2% | +52.8% |
| 3Y | +110.6% | +380.9% | -270.3% | +102.9% |
| All | +372.0% | +244.8% | +127.2% | +338.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling