+45.3%
LLY vs IBM
-18.1%
+63.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.5% | -5.0% | +0.5% | -4.2% |
| 30D | +13.9% | +11.1% | +2.8% | +13.4% |
| 3M | +13.8% | +5.7% | +8.0% | +13.5% |
| 6M | +37.6% | +10.1% | +27.5% | +38.0% |
| YTD | +26.6% | -15.6% | +42.2% | +30.4% |
| 1Y | +45.3% | -19.5% | +64.9% | +50.9% |
| All | +45.3% | -18.1% | +63.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling