+14,665.1%
LLY vs M
+396.5%
+14,268.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.1% | +4.7% | -6.9% | -2.7% |
| 30D | -1.6% | -9.6% | +8.0% | -0.4% |
| 3M | +2.3% | +0.9% | +1.4% | +1.9% |
| 6M | +14.9% | +22.3% | -7.4% | +11.5% |
| YTD | +7.5% | +6.5% | +0.9% | +5.9% |
| 1Y | +55.7% | +38.8% | +16.9% | +47.9% |
| 3Y | +110.6% | +115.9% | -5.3% | +82.7% |
| 5Y | +363.4% | +28.6% | +334.8% | +309.0% |
| 10Y | +1,649.0% | -2.5% | +1,651.5% | +1,328.2% |
| All | +14,665.1% | +396.5% | +14,268.6% | +7,122.0% |
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