+57.3%
LLY vs MAR
+62.0%
-4.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | 0.0% |
| 7D | +10.1% | +7.7% | +2.3% | +7.6% |
| 30D | +24.0% | +19.4% | +4.7% | +17.6% |
| 3M | +27.3% | +23.3% | +3.9% | +19.4% |
| 6M | +47.0% | +22.8% | +24.1% | +37.9% |
| YTD | +32.6% | +37.8% | -5.2% | +18.5% |
| 1Y | +57.3% | +57.4% | 0.0% | +35.8% |
| All | +57.3% | +62.0% | -4.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling