+92.7%
LLY vs MKTX
-25.1%
+117.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.1% |
| 30D | -8.6% | +1.0% | -9.6% | -8.6% |
| 3M | -1.6% | +40.8% | -42.4% | -0.8% |
| 6M | +11.8% | -10.9% | +22.7% | +13.6% |
| YTD | +5.1% | -8.6% | +13.7% | +6.6% |
| 1Y | +50.7% | -11.6% | +62.3% | +53.0% |
| All | +92.7% | -25.1% | +117.8% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling