+21,622.1%
LLY vs LIN
+10,822.5%
+10,799.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.1% |
| 7D | +10.1% | +3.3% | +6.8% | +9.1% |
| 30D | +24.0% | +8.8% | +15.3% | +21.3% |
| 3M | +27.3% | +8.6% | +18.6% | +24.4% |
| 6M | +47.0% | +7.0% | +40.0% | +44.0% |
| YTD | +32.6% | +24.3% | +8.3% | +24.7% |
| 1Y | +57.3% | +27.3% | +30.1% | +47.0% |
| 3Y | +154.9% | +38.9% | +116.0% | +132.1% |
| 5Y | +447.5% | +69.4% | +378.2% | +367.8% |
| 10Y | +2,187.5% | +440.7% | +1,746.8% | +1,329.3% |
| All | +21,622.1% | +10,822.5% | +10,799.6% | +8,836.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling