+41.1%
LLY vs O
+9.6%
+31.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +4.6% | -0.4% | +5.0% | +4.8% |
| 30D | +22.4% | +8.3% | +14.1% | +18.2% |
| 3M | +17.1% | -4.0% | +21.1% | +18.9% |
| 6M | +44.6% | -2.6% | +47.3% | +46.6% |
| YTD | +33.5% | +9.9% | +23.6% | +39.4% |
| 1Y | +41.1% | +9.8% | +31.3% | +47.5% |
| All | +41.1% | +9.6% | +31.5% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling