+41.1%
LLY vs MAR
+46.9%
-5.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +4.6% | +1.8% | +2.8% | +4.0% |
| 30D | +22.4% | +14.3% | +8.0% | +17.3% |
| 3M | +17.1% | +20.0% | -2.9% | +10.6% |
| 6M | +44.6% | +21.7% | +22.9% | +35.7% |
| YTD | +33.5% | +37.7% | -4.2% | +17.5% |
| 1Y | +41.1% | +46.8% | -5.7% | +19.5% |
| All | +41.1% | +46.9% | -5.8% | +19.5% |
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