+57.3%
LLY vs IRE
-97.6%
+154.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -23.2% | +23.9% | -0.1% |
| 7D | +10.1% | -46.8% | +56.9% | +8.4% |
| 30D | +24.0% | -75.5% | +99.6% | +20.3% |
| 3M | +27.3% | -79.4% | +106.7% | +23.5% |
| 6M | +47.0% | -91.3% | +138.2% | +43.2% |
| YTD | +32.6% | -90.8% | +123.4% | +28.7% |
| 1Y | +57.3% | -97.7% | +155.1% | +52.4% |
| All | +57.3% | -97.6% | +154.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling