+3,838.8%
LLY vs MA
+15,793.6%
-11,954.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.5% |
| 30D | -1.6% | +1.5% | -3.1% | -2.0% |
| 3M | +2.3% | +20.4% | -18.1% | -2.6% |
| 6M | +14.9% | +11.1% | +3.7% | +11.3% |
| YTD | +7.5% | +2.0% | +5.5% | +6.2% |
| 1Y | +55.7% | -2.2% | +57.8% | +55.4% |
| 3Y | +110.6% | +41.9% | +68.7% | +90.8% |
| 5Y | +363.4% | +75.4% | +288.1% | +292.2% |
| 10Y | +1,649.0% | +527.5% | +1,121.4% | +955.3% |
| All | +3,838.8% | +15,793.6% | -11,954.8% | +1,336.9% |
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