+140.8%
LLY vs IT
-53.3%
+194.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +6.7% | +1.1% | +5.7% | +6.6% |
| 30D | +19.6% | -1.8% | +21.4% | +19.7% |
| 3M | +19.7% | +4.8% | +14.9% | +18.8% |
| 6M | +42.7% | +33.0% | +9.7% | +37.0% |
| YTD | +35.1% | -23.8% | +59.0% | +40.7% |
| 1Y | +42.2% | -16.5% | +58.7% | +45.7% |
| 3Y | +140.8% | -53.6% | +194.4% | +187.9% |
| All | +140.8% | -53.3% | +194.1% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling