+17,431.8%
LLY vs M
+425.5%
+17,006.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -3.0% |
| 7D | -0.7% | -2.1% | +1.5% | -0.4% |
| 30D | +17.9% | +7.7% | +10.2% | +16.8% |
| 3M | +16.8% | -4.4% | +21.2% | +17.3% |
| 6M | +38.4% | +27.5% | +10.9% | +33.6% |
| YTD | +27.6% | +12.8% | +14.9% | +24.6% |
| 1Y | +48.3% | +20.7% | +27.6% | +43.5% |
| 3Y | +145.4% | +111.3% | +34.1% | +113.6% |
| 5Y | +438.9% | -6.3% | +445.2% | +400.7% |
| 10Y | +2,101.6% | +1.5% | +2,100.1% | +1,690.3% |
| All | +17,431.8% | +425.5% | +17,006.3% | +8,404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling