+144.6%
LLY vs IR
+28.5%
+116.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | +21.5% | +9.0% | +12.4% | +19.1% |
| 3M | +16.4% | -0.9% | +17.3% | +16.5% |
| 6M | +51.5% | +13.4% | +38.1% | +46.3% |
| YTD | +33.9% | +8.5% | +25.5% | +30.3% |
| 1Y | +49.1% | +11.3% | +37.9% | +44.1% |
| 3Y | +144.6% | +26.0% | +118.6% | +143.0% |
| All | +144.6% | +28.5% | +116.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling