+49.1%
LLY vs IRE
-98.1%
+147.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.8% | +17.3% | +1.0% |
| 7D | +1.6% | -41.9% | +43.5% | +0.5% |
| 30D | +21.5% | -75.1% | +96.5% | +18.0% |
| 3M | +16.4% | -82.4% | +98.8% | +12.6% |
| 6M | +51.5% | -95.5% | +147.0% | +46.2% |
| YTD | +33.9% | -93.1% | +127.0% | +29.6% |
| 1Y | +49.1% | -97.8% | +146.9% | +41.0% |
| All | +49.1% | -98.1% | +147.2% | +41.0% |
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