+14.9%
LLY vs IP
-8.6%
+23.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.0% |
| 7D | -2.1% | -5.3% | +3.1% | -1.9% |
| 30D | -1.6% | -10.9% | +9.2% | -1.2% |
| 3M | +2.3% | +11.2% | -8.9% | +1.8% |
| 6M | +14.9% | -10.2% | +25.1% | +18.9% |
| All | +14.9% | -8.6% | +23.5% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling