+463.9%
LLY vs P
+256.2%
+207.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.3% | -2.0% | +3.9% |
| 7D | +0.1% | -9.6% | +9.7% | +0.6% |
| 30D | +19.7% | -33.4% | +53.2% | +22.1% |
| 3M | +19.3% | +14.2% | +5.0% | +17.2% |
| 6M | +49.3% | +31.6% | +17.8% | +44.4% |
| YTD | +32.0% | +53.5% | -21.5% | +25.3% |
| 1Y | +53.7% | +14.2% | +39.5% | +48.9% |
| 3Y | +143.7% | +190.5% | -46.8% | +110.6% |
| 5Y | +463.9% | +256.3% | +207.6% | +380.0% |
| All | +463.9% | +256.2% | +207.7% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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