+41.1%
LLY vs MO
+42.4%
-1.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +4.6% | +0.4% | +4.1% | +4.4% |
| 30D | +22.4% | +8.9% | +13.5% | +18.9% |
| 3M | +17.1% | +23.0% | -5.8% | +9.5% |
| 6M | +44.6% | +15.0% | +29.7% | +38.1% |
| YTD | +33.5% | +41.7% | -8.2% | +31.9% |
| 1Y | +41.1% | +43.3% | -2.2% | +38.4% |
| All | +41.1% | +42.4% | -1.3% | +38.4% |
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