+143.2%
LLY vs LIN
+38.9%
+104.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.3% |
| 7D | +10.1% | +3.3% | +6.8% | +8.8% |
| 30D | +24.0% | +8.8% | +15.3% | +20.5% |
| 3M | +27.3% | +8.6% | +18.6% | +23.6% |
| 6M | +47.0% | +7.0% | +40.0% | +42.8% |
| YTD | +32.6% | +24.3% | +8.3% | +20.9% |
| 1Y | +57.3% | +27.3% | +30.1% | +41.9% |
| All | +143.2% | +38.9% | +104.3% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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