+438.9%
LLY vs IP
-12.5%
+451.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.4% |
| 7D | -0.7% | -5.0% | +4.3% | -0.2% |
| 30D | +17.9% | +6.5% | +11.4% | +17.3% |
| 3M | +16.8% | -18.0% | +34.9% | +18.6% |
| 6M | +38.4% | +10.3% | +28.1% | +36.9% |
| YTD | +27.6% | -9.9% | +37.5% | +28.1% |
| 1Y | +48.3% | -1.1% | +49.4% | +47.7% |
| 3Y | +145.4% | +13.0% | +132.3% | +139.4% |
| 5Y | +438.9% | -12.3% | +451.2% | +453.1% |
| All | +438.9% | -12.5% | +451.4% | +453.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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