+4,899.9%
LLY vs INDA
+122.4%
+4,777.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +3.1% | -1.8% | +0.4% |
| 30D | +21.5% | +11.3% | +10.3% | +17.4% |
| 3M | +18.5% | +3.0% | +15.5% | +17.3% |
| 6M | +49.1% | +6.5% | +42.6% | +45.8% |
| YTD | +34.4% | -4.6% | +38.9% | +36.1% |
| 1Y | +46.3% | -5.8% | +52.1% | +48.7% |
| 3Y | +145.5% | +16.8% | +128.7% | +132.8% |
| 5Y | +472.7% | +10.4% | +462.3% | +449.5% |
| 10Y | +2,049.9% | +116.8% | +1,933.1% | +1,519.8% |
| All | +4,899.9% | +122.4% | +4,777.6% | +3,608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling