+50.7%
LLY vs MAR
+24.8%
+25.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -8.6% | -4.7% | -4.0% | -7.4% |
| 3M | -1.6% | -15.6% | +14.0% | +2.5% |
| 6M | +11.8% | +1.2% | +10.6% | +11.9% |
| YTD | +5.1% | +7.5% | -2.4% | +2.8% |
| 1Y | +50.7% | +26.6% | +24.1% | +45.5% |
| All | +50.7% | +24.8% | +25.9% | +45.5% |
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