+134.1%
LLY vs MA
+72.5%
+61.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.0% |
| 7D | -0.7% | +3.2% | -3.8% | -1.6% |
| 30D | +17.9% | +15.9% | +2.0% | +12.9% |
| 3M | +16.8% | +15.2% | +1.7% | +12.0% |
| 6M | +38.4% | +32.4% | +6.1% | +27.1% |
| YTD | +27.6% | +15.6% | +12.0% | +22.8% |
| 1Y | +48.3% | +19.3% | +29.0% | +40.6% |
| All | +134.1% | +72.5% | +61.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 3y: compounded portfolio wealth divided by compounded MA 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…
3y analysis · Full analysis span regression · 6 months rolling