+3,809.8%
LLY vs INDA
+111.6%
+3,698.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -5.1% | -2.5% | -2.5% | -4.3% |
| 3M | -2.1% | +4.0% | -6.0% | -3.4% |
| 6M | +13.8% | -1.8% | +15.6% | +14.3% |
| YTD | +5.1% | -9.2% | +14.3% | +8.2% |
| 1Y | +53.1% | -7.2% | +60.3% | +56.5% |
| 3Y | +95.6% | +9.8% | +85.8% | +89.3% |
| 5Y | +361.5% | +7.5% | +354.0% | +346.6% |
| 10Y | +1,545.2% | +80.8% | +1,464.4% | +1,204.2% |
| All | +3,809.8% | +111.6% | +3,698.2% | +2,847.7% |
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 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