+57.3%
LLY vs MKTX
+5.4%
+52.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +10.1% | +0.5% | +9.6% | +10.1% |
| 30D | +24.0% | +1.0% | +23.1% | +24.2% |
| 3M | +27.3% | +2.5% | +24.8% | +27.6% |
| 6M | +47.0% | +8.0% | +38.9% | +50.2% |
| YTD | +32.6% | -7.3% | +39.9% | +34.9% |
| 1Y | +57.3% | +4.7% | +52.7% | +60.4% |
| All | +57.3% | +5.4% | +52.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling