+47.0%
LLY vs IRE
-97.8%
+144.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.5% | +6.8% | +4.2% |
| 7D | +0.1% | -15.5% | +15.6% | +0.1% |
| 30D | +19.7% | -70.4% | +90.1% | +16.8% |
| 3M | +19.3% | -81.6% | +100.9% | +15.5% |
| 6M | +49.3% | -94.7% | +144.0% | +44.7% |
| YTD | +32.0% | -91.8% | +123.8% | +28.3% |
| All | +47.0% | -97.8% | +144.8% | +39.6% |
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