+1,543.5%
LLY vs IR
+288.5%
+1,255.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -1.7% |
| 30D | -1.6% | -15.1% | +13.5% | +1.2% |
| 3M | +2.3% | +6.1% | -3.8% | +0.9% |
| 6M | +14.9% | -16.8% | +31.7% | +18.1% |
| YTD | +7.5% | -3.5% | +11.0% | +7.5% |
| 1Y | +55.7% | -3.5% | +59.2% | +55.4% |
| 3Y | +110.6% | +9.5% | +101.1% | +104.2% |
| 5Y | +363.4% | +45.1% | +318.3% | +325.7% |
| All | +1,543.5% | +288.5% | +1,255.0% | +1,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling