+104.7%
LLY vs ON
-23.7%
+128.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -0.9% |
| 7D | -2.1% | +2.4% | -4.6% | -2.3% |
| 30D | -1.6% | -3.3% | +1.7% | -1.5% |
| 3M | +2.3% | -43.6% | +45.9% | +5.5% |
| 6M | +14.9% | +19.0% | -4.1% | +9.1% |
| YTD | +7.5% | +37.4% | -29.9% | +0.5% |
| 1Y | +55.7% | +54.8% | +0.9% | +43.3% |
| All | +104.7% | -23.7% | +128.4% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling