+20,870.5%
LLY vs IP
+327.4%
+20,543.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.0% |
| 7D | -0.7% | -5.0% | +4.3% | +0.3% |
| 30D | +17.9% | +6.5% | +11.4% | +16.5% |
| 3M | +16.8% | -18.0% | +34.9% | +21.3% |
| 6M | +38.4% | +10.3% | +28.1% | +34.7% |
| YTD | +27.6% | -9.9% | +37.5% | +28.2% |
| 1Y | +48.3% | -1.1% | +49.4% | +46.0% |
| 3Y | +145.4% | +13.0% | +132.3% | +128.2% |
| 5Y | +438.9% | -12.3% | +451.2% | +421.2% |
| 10Y | +2,101.6% | +26.8% | +2,074.8% | +1,790.6% |
| All | +20,870.5% | +327.4% | +20,543.1% | +10,909.3% |
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