+4,576.8%
LLY vs MA
+17,925.8%
-13,349.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -0.7% | +3.2% | -3.8% | -1.5% |
| 30D | +17.9% | +15.9% | +2.0% | +13.6% |
| 3M | +16.8% | +15.2% | +1.7% | +12.7% |
| 6M | +38.4% | +32.4% | +6.1% | +28.7% |
| YTD | +27.6% | +15.6% | +12.0% | +22.2% |
| 1Y | +48.3% | +19.3% | +29.0% | +40.8% |
| 3Y | +145.4% | +73.0% | +72.4% | +111.5% |
| 5Y | +438.9% | +93.7% | +345.2% | +345.6% |
| 10Y | +2,101.6% | +575.0% | +1,526.6% | +1,203.0% |
| All | +4,576.8% | +17,925.8% | -13,349.0% | +1,552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling