+49.1%
LLY vs M
+26.3%
+22.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.6% | +5.0% | -3.4% | +0.8% |
| 30D | +21.5% | +10.6% | +10.8% | +19.6% |
| 3M | +16.4% | +1.6% | +14.8% | +15.8% |
| 6M | +51.5% | +30.8% | +20.6% | +44.4% |
| YTD | +33.9% | +16.9% | +17.0% | +27.7% |
| 1Y | +49.1% | +26.3% | +22.8% | +38.9% |
| All | +49.1% | +26.3% | +22.8% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling