+49.1%
LLY vs IT
-18.2%
+67.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +1.6% | -7.5% | +9.1% | +2.4% |
| 30D | +21.5% | -1.2% | +22.6% | +21.7% |
| 3M | +16.4% | -2.2% | +18.6% | +16.5% |
| 6M | +51.5% | +19.1% | +32.4% | +48.7% |
| YTD | +33.9% | -25.1% | +59.0% | +46.4% |
| 1Y | +49.1% | -17.4% | +66.5% | +56.0% |
| All | +49.1% | -18.2% | +67.3% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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