+1,846.6%
LLY vs P
+449.6%
+1,396.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -16.4% | +12.6% | -2.6% |
| 7D | -0.7% | -31.9% | +31.2% | +1.9% |
| 30D | +17.9% | -36.5% | +54.4% | +21.4% |
| 3M | +16.8% | +11.6% | +5.2% | +14.8% |
| 6M | +38.4% | +25.2% | +13.2% | +33.7% |
| YTD | +27.6% | +39.4% | -11.8% | +21.5% |
| 1Y | +48.3% | -3.7% | +52.0% | +45.1% |
| 3Y | +145.4% | +167.3% | -21.9% | +113.4% |
| 5Y | +438.9% | +237.3% | +201.6% | +352.8% |
| 10Y | +2,101.6% | +698.6% | +1,403.0% | +1,559.5% |
| All | +1,846.6% | +449.6% | +1,396.9% | +1,335.2% |
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