+4,043.8%
LLY vs ICE
+2,331.7%
+1,712.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -1.6% | +7.6% | -9.2% | -3.1% |
| 3M | +2.3% | +13.9% | -11.6% | -0.6% |
| 6M | +14.9% | -2.4% | +17.2% | +15.0% |
| YTD | +7.5% | +0.3% | +7.2% | +6.8% |
| 1Y | +55.7% | -6.4% | +62.1% | +56.7% |
| 3Y | +110.6% | +43.1% | +67.5% | +93.8% |
| 5Y | +363.4% | +42.1% | +321.3% | +324.3% |
| 10Y | +1,649.0% | +220.9% | +1,428.0% | +1,264.1% |
| All | +4,043.8% | +2,331.7% | +1,712.1% | +2,185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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