+443.8%
LLY vs IR
+44.3%
+399.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -4.5% | +3.7% | -8.2% | -5.3% |
| 30D | +13.9% | +7.4% | +6.5% | +12.0% |
| 3M | +13.8% | -5.9% | +19.7% | +15.1% |
| 6M | +37.6% | +5.6% | +32.0% | +35.1% |
| YTD | +26.6% | +4.8% | +21.8% | +24.0% |
| 1Y | +45.3% | +6.9% | +38.4% | +41.6% |
| 3Y | +132.2% | +27.6% | +104.7% | +112.7% |
| All | +443.8% | +44.3% | +399.5% | +386.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling