+17,561.1%
LLY vs MTB
+8,294.1%
+9,267.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.7% | -3.9% | -2.5% |
| 30D | -1.6% | -4.2% | +2.6% | -0.8% |
| 3M | +2.3% | +8.9% | -6.6% | +0.4% |
| 6M | +14.9% | +10.9% | +4.0% | +12.3% |
| YTD | +7.5% | +21.5% | -14.0% | +2.9% |
| 1Y | +55.7% | +21.9% | +33.8% | +48.8% |
| 3Y | +110.6% | +109.2% | +1.4% | +76.9% |
| 5Y | +363.4% | +102.0% | +261.5% | +281.1% |
| 10Y | +1,649.0% | +171.9% | +1,477.1% | +1,156.1% |
| All | +17,561.1% | +8,294.1% | +9,267.0% | +5,111.0% |
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