+49.1%
LLY vs MAR
+47.8%
+1.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +0.6% |
| 7D | +1.6% | +2.9% | -1.2% | +0.7% |
| 30D | +21.5% | +17.0% | +4.4% | +15.6% |
| 3M | +16.4% | +23.2% | -6.7% | +9.0% |
| 6M | +51.5% | +21.7% | +29.7% | +42.1% |
| YTD | +33.9% | +38.9% | -4.9% | +17.7% |
| 1Y | +49.1% | +48.7% | +0.4% | +25.9% |
| All | +49.1% | +47.8% | +1.3% | +25.9% |
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