+144.6%
LLY vs HWM
+349.8%
-205.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +1.8% |
| 30D | +21.5% | -2.7% | +24.1% | +21.6% |
| 3M | +16.4% | -22.7% | +39.2% | +19.8% |
| 6M | +51.5% | -18.9% | +70.4% | +54.6% |
| YTD | +33.9% | +7.1% | +26.8% | +31.6% |
| 1Y | +49.1% | +4.7% | +44.4% | +46.9% |
| 3Y | +144.6% | +345.6% | -201.0% | +102.5% |
| All | +144.6% | +349.8% | -205.1% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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