+140.5%
LLY vs ON
+7.1%
+133.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.8% | +1.3% |
| 7D | +6.6% | +12.2% | -5.6% | +6.0% |
| 30D | +19.4% | -3.1% | +22.6% | +19.4% |
| 3M | +19.6% | -12.9% | +32.4% | +20.0% |
| 6M | +42.6% | -38.6% | +81.1% | +44.7% |
| YTD | +35.0% | +31.2% | +3.7% | +25.7% |
| 1Y | +42.0% | +47.6% | -5.6% | +30.6% |
| 3Y | +140.5% | +6.6% | +133.9% | +119.7% |
| All | +140.5% | +7.1% | +133.4% | +119.7% |
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