+169.1%
LLY vs KVUE
-17.7%
+186.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.0% |
| 7D | -3.1% | -1.9% | -1.2% | -2.9% |
| 30D | -5.1% | -3.3% | -1.8% | -4.7% |
| 3M | -2.1% | +6.0% | -8.0% | -2.7% |
| 6M | +13.8% | +2.3% | +11.5% | +13.5% |
| YTD | +5.1% | +10.3% | -5.3% | +4.0% |
| 1Y | +53.1% | +4.6% | +48.5% | +51.7% |
| 3Y | +95.6% | -2.2% | +97.8% | +95.4% |
| All | +169.1% | -17.7% | +186.8% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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