+46.3%
LLY vs JBL
+19.5%
+26.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.6% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +21.5% | -17.0% | +38.6% | +19.5% |
| 3M | +18.5% | -27.4% | +45.8% | +15.4% |
| 6M | +49.1% | -29.1% | +78.2% | +45.8% |
| YTD | +34.4% | +13.6% | +20.8% | +31.1% |
| 1Y | +46.3% | +22.8% | +23.5% | +41.5% |
| All | +46.3% | +19.5% | +26.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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