+132.2%
LLY vs MA
+71.7%
+60.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.5% | +2.3% | -6.8% | -5.2% |
| 30D | +13.9% | +14.7% | -0.8% | +9.4% |
| 3M | +13.8% | +13.5% | +0.3% | +9.5% |
| 6M | +37.6% | +33.1% | +4.5% | +26.1% |
| YTD | +26.6% | +15.1% | +11.5% | +22.0% |
| 1Y | +45.3% | +18.7% | +26.6% | +38.0% |
| 3Y | +132.2% | +72.1% | +60.1% | +82.7% |
| All | +132.2% | +71.7% | +60.6% | +82.7% |
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