+361.5%
LLY vs MDY
+47.1%
+314.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | -3.1% | +1.0% | -4.1% | -3.5% |
| 30D | -5.1% | -3.1% | -1.9% | -4.0% |
| 3M | -2.1% | +1.8% | -3.9% | -2.9% |
| 6M | +13.8% | +10.8% | +3.0% | +9.3% |
| YTD | +5.1% | +14.4% | -9.3% | -0.4% |
| 1Y | +53.1% | +15.2% | +37.9% | +44.6% |
| 3Y | +95.6% | +51.2% | +44.4% | +67.5% |
| 5Y | +361.5% | +47.2% | +314.3% | +287.4% |
| All | +361.5% | +47.1% | +314.4% | +287.4% |
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