+443.8%
LLY vs P
+247.4%
+196.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -4.5% | -23.8% | +19.3% | -3.1% |
| 30D | +13.9% | -36.6% | +50.5% | +16.5% |
| 3M | +13.8% | +10.9% | +2.9% | +12.0% |
| 6M | +37.6% | +30.0% | +7.6% | +33.0% |
| YTD | +26.6% | +44.4% | -17.8% | +20.6% |
| 1Y | +45.3% | +3.9% | +41.4% | +41.7% |
| 3Y | +132.2% | +176.6% | -44.4% | +101.1% |
| All | +443.8% | +247.4% | +196.4% | +364.7% |
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