+483.3%
LLY vs IR
+46.0%
+437.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +6.7% | +2.5% | +4.2% | +6.1% |
| 30D | +19.6% | +9.2% | +10.4% | +17.1% |
| 3M | +19.7% | +0.9% | +18.8% | +19.2% |
| 6M | +42.7% | +19.2% | +23.5% | +36.1% |
| YTD | +35.1% | +7.5% | +27.7% | +31.6% |
| 1Y | +42.2% | +11.7% | +30.4% | +37.1% |
| 3Y | +140.8% | +23.9% | +116.9% | +122.0% |
| All | +483.3% | +46.0% | +437.3% | +421.3% |
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