+463.9%
LLY vs INDA
+9.4%
+454.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +0.1% | +6.1% | -6.0% | -2.3% |
| 30D | +19.7% | +11.7% | +8.0% | +14.7% |
| 3M | +19.3% | +2.1% | +17.2% | +18.2% |
| 6M | +49.3% | +3.2% | +46.2% | +47.2% |
| YTD | +32.0% | -4.9% | +36.9% | +34.2% |
| 1Y | +53.7% | -4.4% | +58.1% | +55.9% |
| 3Y | +143.7% | +17.6% | +126.2% | +129.3% |
| 5Y | +463.9% | +9.9% | +454.0% | +423.7% |
| All | +463.9% | +9.4% | +454.5% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 5y: compounded portfolio wealth divided by compounded INDA 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…
5y analysis · Full analysis span regression · 6 months rolling