+391.2%
LLY vs ORLY
+117.6%
+273.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -3.1% | -1.0% | -2.1% | -2.8% |
| 30D | -8.6% | -6.7% | -1.9% | -6.8% |
| 3M | -1.6% | -3.8% | +2.2% | -0.7% |
| 6M | +11.8% | -9.0% | +20.9% | +14.5% |
| YTD | +5.1% | -5.6% | +10.7% | +6.7% |
| 1Y | +50.7% | -19.5% | +70.2% | +58.6% |
| 3Y | +95.7% | +34.7% | +61.0% | +81.0% |
| All | +391.2% | +117.6% | +273.6% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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