+3,633.3%
LLY vs MAR
+2,498.9%
+1,134.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | -4.2% | +2.0% | -1.3% |
| 30D | -1.6% | -6.7% | +5.1% | -0.3% |
| 3M | +2.3% | -12.5% | +14.8% | +4.9% |
| 6M | +14.9% | +0.6% | +14.3% | +14.6% |
| YTD | +7.5% | +9.1% | -1.6% | +5.3% |
| 1Y | +55.7% | +26.2% | +29.5% | +48.1% |
| 3Y | +110.6% | +68.2% | +42.5% | +88.1% |
| 5Y | +363.4% | +163.9% | +199.5% | +271.6% |
| 10Y | +1,649.0% | +420.6% | +1,228.4% | +1,028.2% |
| All | +3,633.3% | +2,498.9% | +1,134.4% | +1,374.2% |
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