+2,759.2%
LLY vs IJH
+1,068.3%
+1,691.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -3.1% | +1.0% | -4.1% | -3.6% |
| 30D | -5.1% | -3.1% | -2.0% | -3.6% |
| 3M | -2.1% | +1.9% | -4.0% | -3.2% |
| 6M | +13.8% | +11.0% | +2.8% | +7.6% |
| YTD | +5.1% | +14.7% | -9.6% | -2.5% |
| 1Y | +53.1% | +15.6% | +37.5% | +41.3% |
| 3Y | +95.6% | +52.5% | +43.1% | +54.9% |
| 5Y | +361.5% | +49.1% | +312.4% | +261.5% |
| 10Y | +1,545.2% | +177.7% | +1,367.5% | +776.2% |
| All | +2,759.2% | +1,068.3% | +1,691.0% | +617.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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