+390.2%
LLY vs MTCH
-72.5%
+462.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.1% | -2.4% | -0.7% | -3.0% |
| 30D | -8.6% | +12.8% | -21.4% | -9.3% |
| 3M | -1.6% | +20.0% | -21.6% | -2.8% |
| 6M | +11.8% | +34.7% | -22.9% | +9.7% |
| YTD | +5.1% | +30.6% | -25.4% | +3.2% |
| 1Y | +50.7% | +10.9% | +39.8% | +49.1% |
| 3Y | +95.7% | -2.0% | +97.7% | +93.6% |
| 5Y | +390.2% | -72.6% | +462.8% | +415.5% |
| All | +390.2% | -72.5% | +462.7% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling