+20,705.6%
LLY vs JPM
+10,523.0%
+10,182.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.5% |
| 3M | +13.8% | -5.7% | +19.4% | +15.2% |
| 6M | +37.6% | +7.2% | +30.4% | +35.2% |
| YTD | +26.6% | +5.8% | +20.8% | +24.5% |
| 1Y | +45.3% | +8.8% | +36.6% | +42.0% |
| 3Y | +132.2% | +147.4% | -15.2% | +88.1% |
| 5Y | +434.7% | +125.3% | +309.3% | +336.8% |
| 10Y | +2,084.3% | +540.5% | +1,543.8% | +1,273.3% |
| All | +20,705.6% | +10,523.0% | +10,182.6% | +5,892.7% |
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