+483.3%
LLY vs MA
+86.6%
+396.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +0.9% |
| 7D | +6.7% | +1.3% | +5.4% | +6.3% |
| 30D | +19.6% | +9.6% | +10.0% | +16.4% |
| 3M | +19.7% | +16.8% | +2.9% | +14.4% |
| 6M | +42.7% | +35.2% | +7.5% | +30.3% |
| YTD | +35.1% | +16.6% | +18.6% | +28.7% |
| 1Y | +42.2% | +19.8% | +22.4% | +34.0% |
| 3Y | +140.8% | +70.7% | +70.1% | +103.0% |
| All | +483.3% | +86.6% | +396.8% | +367.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling