+17,561.1%
LLY vs IP
+364.8%
+17,196.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | -2.1% | -5.3% | +3.1% | -1.1% |
| 30D | -1.6% | -10.9% | +9.2% | +0.5% |
| 3M | +2.3% | +11.2% | -8.9% | -0.4% |
| 6M | +14.9% | -10.2% | +25.1% | +16.0% |
| YTD | +7.5% | -2.0% | +9.5% | +6.2% |
| 1Y | +55.7% | -19.1% | +74.8% | +59.1% |
| 3Y | +110.6% | +20.9% | +89.8% | +93.3% |
| 5Y | +363.4% | -17.8% | +381.2% | +355.0% |
| 10Y | +1,649.0% | +23.5% | +1,625.5% | +1,411.5% |
| All | +17,561.1% | +364.8% | +17,196.3% | +9,027.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling