+140.8%
LLY vs MELI
+8.6%
+132.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MELI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +6.7% | -1.2% | +8.0% | +6.8% |
| 30D | +19.6% | -18.9% | +38.5% | +21.5% |
| 3M | +19.7% | -18.4% | +38.1% | +21.5% |
| 6M | +42.7% | -4.5% | +47.2% | +42.9% |
| YTD | +35.1% | -26.0% | +61.1% | +37.1% |
| 1Y | +42.2% | -26.6% | +68.8% | +44.2% |
| 3Y | +140.8% | +8.2% | +132.6% | +149.0% |
| All | +140.8% | +8.6% | +132.2% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MELI.
Daily Out/Under-Performance
Portfolio return minus MELI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MELI 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 3y: compounded portfolio wealth divided by compounded MELI 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…
3y analysis · Full analysis span regression · 6 months rolling