+21,985.5%
LLY vs JPM
+10,805.7%
+11,179.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.4% | -2.5% | +3.8% | +1.9% |
| 30D | +21.5% | +2.7% | +18.8% | +20.8% |
| 3M | +18.5% | -4.7% | +23.1% | +19.7% |
| 6M | +49.1% | +15.6% | +33.6% | +44.1% |
| YTD | +34.4% | +8.6% | +25.8% | +31.4% |
| 1Y | +46.3% | +10.9% | +35.4% | +42.4% |
| 3Y | +145.5% | +149.9% | -4.4% | +98.4% |
| 5Y | +472.7% | +131.9% | +340.7% | +365.0% |
| 10Y | +2,049.9% | +481.0% | +1,568.9% | +1,280.2% |
| All | +21,985.5% | +10,805.7% | +11,179.8% | +6,225.7% |
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