+21,596.1%
LLY vs MTB
+7,695.2%
+13,900.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +2.0% | +3.8% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | +19.7% | +2.4% | +17.3% | +19.2% |
| 3M | +19.3% | -10.5% | +29.7% | +21.9% |
| 6M | +49.3% | +6.4% | +42.9% | +47.2% |
| YTD | +32.0% | +12.8% | +19.2% | +28.3% |
| 1Y | +53.7% | +23.3% | +30.4% | +46.7% |
| 3Y | +143.7% | +108.2% | +35.5% | +105.2% |
| 5Y | +463.9% | +68.6% | +395.3% | +383.4% |
| 10Y | +2,006.3% | +125.3% | +1,881.1% | +1,479.1% |
| All | +21,596.1% | +7,695.2% | +13,900.8% | +6,398.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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