+1,539.4%
LLY vs P
+485.4%
+1,054.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.1% | +6.5% | -8.7% | -2.6% |
| 30D | -1.6% | +18.8% | -20.4% | -3.2% |
| 3M | +2.3% | +26.7% | -24.5% | -0.2% |
| 6M | +14.9% | +62.2% | -47.3% | +9.2% |
| YTD | +7.5% | +48.5% | -41.0% | +2.5% |
| 1Y | +55.7% | +26.4% | +29.3% | +49.6% |
| 3Y | +110.6% | +159.4% | -48.8% | +84.9% |
| 5Y | +363.4% | +275.8% | +87.6% | +288.4% |
| 10Y | +1,649.0% | +732.0% | +917.0% | +1,222.9% |
| All | +1,539.4% | +485.4% | +1,054.0% | +1,111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling