+70.4%
LLY vs IRE
-97.2%
+167.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | +0.1% |
| 7D | -4.5% | -27.2% | +22.7% | -4.8% |
| 30D | +13.9% | -75.1% | +89.0% | +11.2% |
| 3M | +13.8% | -77.9% | +91.6% | +11.2% |
| 6M | +37.6% | -94.6% | +132.2% | +34.6% |
| YTD | +26.6% | -91.5% | +118.1% | +23.0% |
| 1Y | +45.3% | -97.8% | +143.2% | +43.3% |
| All | +70.4% | -97.2% | +167.6% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling