+17,561.1%
LLY vs JPM
+11,233.5%
+6,327.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +2.3% | +15.9% | -13.6% | -1.1% |
| 6M | +14.9% | +20.9% | -6.1% | +10.0% |
| YTD | +7.5% | +12.9% | -5.4% | +4.2% |
| 1Y | +55.7% | +20.3% | +35.4% | +48.8% |
| 3Y | +110.6% | +160.9% | -50.3% | +68.6% |
| 5Y | +363.4% | +154.8% | +208.6% | +268.3% |
| 10Y | +1,649.0% | +591.1% | +1,057.9% | +981.9% |
| All | +17,561.1% | +11,233.5% | +6,327.6% | +4,916.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling