+3,607.0%
LLY vs MKTX
+1,446.2%
+2,160.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -1.6% | +1.1% | -2.7% | -1.8% |
| 3M | +2.3% | +36.1% | -33.8% | -2.9% |
| 6M | +14.9% | -12.9% | +27.8% | +16.1% |
| YTD | +7.5% | -8.5% | +16.0% | +7.7% |
| 1Y | +55.7% | -7.5% | +63.2% | +55.5% |
| 3Y | +110.6% | -28.3% | +138.9% | +114.5% |
| 5Y | +363.4% | -63.3% | +426.7% | +414.2% |
| 10Y | +1,649.0% | +4.5% | +1,644.5% | +1,499.7% |
| All | +3,607.0% | +1,446.2% | +2,160.8% | +1,816.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling