+4,298.0%
LLY vs MAR
+3,116.5%
+1,181.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.5% | +4.3% | -8.8% | -5.3% |
| 30D | +13.9% | +16.8% | -2.9% | +10.5% |
| 3M | +13.8% | +16.0% | -2.3% | +10.4% |
| 6M | +37.6% | +16.5% | +21.2% | +33.4% |
| YTD | +26.6% | +35.0% | -8.4% | +18.9% |
| 1Y | +45.3% | +49.4% | -4.0% | +33.8% |
| 3Y | +132.2% | +124.1% | +8.2% | +96.2% |
| 5Y | +434.7% | +159.2% | +275.5% | +331.0% |
| 10Y | +2,084.3% | +553.9% | +1,530.4% | +1,246.7% |
| All | +4,298.0% | +3,116.5% | +1,181.5% | +1,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling