+47.0%
LLY vs JPM
+10.7%
+36.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.8% |
| 7D | +0.1% | +0.4% | -0.4% | 0.0% |
| 30D | +19.7% | +2.7% | +17.0% | +19.3% |
| 3M | +19.3% | -3.8% | +23.1% | +19.8% |
| 6M | +49.3% | +14.3% | +35.0% | +45.3% |
| YTD | +32.0% | +8.2% | +23.8% | +28.0% |
| All | +47.0% | +10.7% | +36.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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