+472.7%
LLY vs IR
+46.1%
+426.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +21.5% | +7.6% | +14.0% | +19.4% |
| 3M | +18.5% | +0.1% | +18.4% | +18.2% |
| 6M | +49.1% | +14.0% | +35.2% | +43.7% |
| YTD | +34.4% | +7.5% | +26.9% | +30.9% |
| 1Y | +46.3% | +10.1% | +36.2% | +41.5% |
| 3Y | +145.5% | +24.9% | +120.6% | +125.9% |
| 5Y | +472.7% | +46.9% | +425.8% | +411.0% |
| All | +472.7% | +46.1% | +426.6% | +411.0% |
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 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