+21,908.6%
LLY vs HL
+11.9%
+21,896.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +1.6% |
| 7D | +1.6% | +8.2% | -6.6% | +1.4% |
| 30D | +21.5% | -16.3% | +37.7% | +21.9% |
| 3M | +16.4% | -18.6% | +35.0% | +16.8% |
| 6M | +51.5% | -23.2% | +74.7% | +52.0% |
| YTD | +33.9% | -25.5% | +59.4% | +34.2% |
| 1Y | +49.1% | -4.8% | +53.9% | +48.5% |
| 3Y | +144.6% | +281.4% | -136.8% | +134.3% |
| 5Y | +466.3% | +137.8% | +328.5% | +444.5% |
| 10Y | +2,024.1% | +135.5% | +1,888.7% | +1,892.2% |
| All | +21,908.6% | +11.9% | +21,896.7% | +20,419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling