+140.8%
LLY vs MSCI
+34.1%
+106.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +6.7% | +3.0% | +3.7% | +6.3% |
| 30D | +19.6% | +17.8% | +1.8% | +17.1% |
| 3M | +19.7% | +15.2% | +4.5% | +17.5% |
| 6M | +42.7% | +16.5% | +26.3% | +39.3% |
| YTD | +35.1% | +16.4% | +18.8% | +31.6% |
| 1Y | +42.2% | +16.8% | +25.4% | +38.3% |
| 3Y | +140.8% | +35.8% | +105.0% | +133.5% |
| All | +140.8% | +34.1% | +106.7% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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