+2,086.8%
LLY vs HWM
+1,135.2%
+951.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.2% | -3.0% |
| 7D | -0.7% | -2.4% | +1.8% | -0.4% |
| 30D | +17.9% | -13.3% | +31.2% | +19.7% |
| 3M | +16.8% | -31.0% | +47.9% | +21.8% |
| 6M | +38.4% | -17.1% | +55.6% | +40.8% |
| YTD | +27.6% | -1.9% | +29.5% | +27.0% |
| 1Y | +48.3% | -2.4% | +50.8% | +47.6% |
| 3Y | +145.4% | +322.2% | -176.8% | +102.0% |
| 5Y | +438.9% | +509.8% | -70.9% | +321.6% |
| 10Y | +2,101.6% | +1,453.8% | +647.8% | +1,479.1% |
| All | +2,086.8% | +1,135.2% | +951.6% | +1,462.9% |
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