+2,069.6%
LLY vs HWM
+1,165.4%
+904.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.1% |
| 7D | -4.5% | +3.3% | -7.8% | -4.9% |
| 30D | +13.9% | -7.6% | +21.5% | +14.8% |
| 3M | +13.8% | -28.9% | +42.7% | +18.2% |
| 6M | +37.6% | -19.7% | +57.3% | +40.5% |
| YTD | +26.6% | +0.5% | +26.1% | +25.6% |
| 1Y | +45.3% | +0.3% | +45.1% | +44.2% |
| 3Y | +132.2% | +325.8% | -193.6% | +91.0% |
| 5Y | +434.7% | +524.7% | -90.1% | +317.0% |
| 10Y | +2,084.3% | +1,491.8% | +592.5% | +1,462.0% |
| All | +2,069.6% | +1,165.4% | +904.2% | +1,446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling