+110.2%
LLY vs MP
+154.2%
-44.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | -2.1% | -2.9% | +0.7% | -2.1% |
| 30D | -1.6% | +13.8% | -15.4% | -1.6% |
| 3M | +2.3% | -16.7% | +19.0% | +2.5% |
| 6M | +14.9% | -11.5% | +26.4% | +15.0% |
| YTD | +7.5% | +7.9% | -0.5% | +7.5% |
| 1Y | +55.7% | -15.0% | +70.7% | +55.5% |
| All | +110.2% | +154.2% | -44.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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