+17,561.1%
LLY vs MAS
+1,430.5%
+16,130.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -2.1% | -0.8% | -1.4% | -2.0% |
| 30D | -1.6% | -5.6% | +4.0% | -0.6% |
| 3M | +2.3% | +4.4% | -2.2% | +0.9% |
| 6M | +14.9% | +7.2% | +7.7% | +12.5% |
| YTD | +7.5% | +16.1% | -8.6% | +3.4% |
| 1Y | +55.7% | +0.1% | +55.6% | +53.9% |
| 3Y | +110.6% | +28.3% | +82.3% | +95.7% |
| 5Y | +363.4% | +30.5% | +333.0% | +322.8% |
| 10Y | +1,649.0% | +139.1% | +1,509.8% | +1,283.9% |
| All | +17,561.1% | +1,430.5% | +16,130.7% | +8,664.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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