+140.5%
LLY vs MKTX
-22.1%
+162.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +6.6% | +0.2% | +6.4% | +6.6% |
| 30D | +19.4% | +0.9% | +18.5% | +19.5% |
| 3M | +19.6% | +2.6% | +17.0% | +19.7% |
| 6M | +42.6% | +20.4% | +22.1% | +45.0% |
| YTD | +35.0% | -7.1% | +42.0% | +36.6% |
| 1Y | +42.0% | -2.8% | +44.8% | +43.8% |
| 3Y | +140.5% | -21.7% | +162.2% | +136.6% |
| All | +140.5% | -22.1% | +162.6% | +136.6% |
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