+132.2%
LLY vs JPM
+149.0%
-16.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | +13.9% | +1.5% | +12.4% | +13.6% |
| 3M | +13.8% | -5.7% | +19.4% | +15.3% |
| 6M | +37.6% | +7.2% | +30.4% | +34.9% |
| YTD | +26.6% | +5.8% | +20.8% | +24.0% |
| 1Y | +45.3% | +8.8% | +36.6% | +41.2% |
| 3Y | +132.2% | +147.4% | -15.2% | +108.3% |
| All | +132.2% | +149.0% | -16.8% | +108.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling