+16,411.8%
LLY vs MDY
+2,597.3%
+13,814.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +4.6% | +3.0% | +1.5% | +3.0% |
| 30D | +22.4% | +0.8% | +21.5% | +21.9% |
| 3M | +17.1% | -5.1% | +22.3% | +20.2% |
| 6M | +44.6% | +1.2% | +43.5% | +43.2% |
| YTD | +33.5% | +12.5% | +21.0% | +24.9% |
| 1Y | +41.1% | +13.8% | +27.4% | +31.2% |
| 3Y | +143.8% | +56.4% | +87.3% | +89.6% |
| 5Y | +473.4% | +35.3% | +438.0% | +371.2% |
| 10Y | +2,035.0% | +167.7% | +1,867.2% | +1,051.0% |
| All | +16,411.8% | +2,597.3% | +13,814.4% | +2,111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling