+3,576.7%
LLY vs IJH
+1,047.0%
+2,529.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | +2.3% | +4.5% | +5.5% |
| 30D | +19.6% | +2.1% | +17.5% | +18.4% |
| 3M | +19.7% | -5.7% | +25.4% | +23.2% |
| 6M | +42.7% | +1.4% | +41.3% | +41.2% |
| YTD | +35.1% | +12.6% | +22.5% | +26.5% |
| 1Y | +42.2% | +16.1% | +26.1% | +31.0% |
| 3Y | +140.8% | +57.8% | +83.0% | +87.3% |
| 5Y | +480.6% | +36.8% | +443.8% | +376.3% |
| 10Y | +2,061.9% | +173.7% | +1,888.1% | +1,058.8% |
| All | +3,576.7% | +1,047.0% | +2,529.8% | +830.7% |
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