+50.7%
LLY vs MO
+10.3%
+40.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -8.6% | +3.6% | -12.2% | -9.3% |
| 3M | -1.6% | -3.7% | +2.1% | -0.6% |
| 6M | +11.8% | +4.5% | +7.3% | +12.8% |
| YTD | +5.1% | +21.5% | -16.4% | +9.6% |
| 1Y | +50.7% | +9.5% | +41.2% | +56.0% |
| All | +50.7% | +10.3% | +40.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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