+57.3%
LLY vs ON
+41.6%
+15.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | +10.1% | -5.8% | +15.9% | +9.8% |
| 30D | +24.0% | -17.1% | +41.1% | +23.0% |
| 3M | +27.3% | -11.8% | +39.1% | +26.7% |
| 6M | +47.0% | -30.2% | +77.1% | +42.3% |
| YTD | +32.6% | +31.6% | +1.0% | +16.8% |
| 1Y | +57.3% | +47.6% | +9.8% | +38.9% |
| All | +57.3% | +41.6% | +15.7% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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