+81.9%
LLY vs IRE
-98.1%
+180.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -14.4% | +15.6% | +0.9% |
| 7D | +6.7% | -31.8% | +38.6% | +5.9% |
| 30D | +19.6% | -71.8% | +91.3% | +16.9% |
| 3M | +19.7% | -88.9% | +108.6% | +15.3% |
| 6M | +42.7% | -95.4% | +138.1% | +38.6% |
| YTD | +35.1% | -94.2% | +129.4% | +30.2% |
| 1Y | +42.2% | -97.1% | +139.3% | +37.6% |
| All | +81.9% | -98.1% | +180.0% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling