+372.0%
LLY vs MAR
+165.1%
+207.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -4.2% | +2.0% | -1.4% |
| 30D | -1.6% | -6.7% | +5.1% | -0.4% |
| 3M | +2.3% | -12.5% | +14.8% | +4.6% |
| 6M | +14.9% | +0.6% | +14.3% | +14.7% |
| YTD | +7.5% | +9.1% | -1.6% | +5.7% |
| 1Y | +55.7% | +26.2% | +29.5% | +49.5% |
| 3Y | +110.6% | +68.2% | +42.5% | +95.3% |
| All | +372.0% | +165.1% | +207.0% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling