+472.7%
LLY vs MDY
+37.8%
+434.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +21.5% | +2.1% | +19.4% | +20.6% |
| 3M | +18.5% | -3.6% | +22.1% | +20.0% |
| 6M | +49.1% | +1.7% | +47.4% | +47.7% |
| YTD | +34.4% | +13.8% | +20.6% | +27.4% |
| 1Y | +46.3% | +15.5% | +30.8% | +37.9% |
| 3Y | +145.5% | +58.3% | +87.1% | +106.6% |
| 5Y | +472.7% | +37.4% | +435.2% | +391.6% |
| All | +472.7% | +37.8% | +434.9% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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