+372.0%
LLY vs M
+27.3%
+344.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | -2.1% | +4.7% | -6.9% | -2.4% |
| 30D | -1.6% | -9.6% | +8.0% | -1.1% |
| 3M | +2.3% | +0.9% | +1.4% | +2.1% |
| 6M | +14.9% | +22.3% | -7.4% | +13.3% |
| YTD | +7.5% | +6.5% | +0.9% | +6.7% |
| 1Y | +55.7% | +38.8% | +16.9% | +52.4% |
| 3Y | +110.6% | +115.9% | -5.3% | +100.2% |
| All | +372.0% | +27.3% | +344.7% | +377.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling