+17,174.7%
LLY vs PAYX
+35,064.1%
-17,889.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | -3.1% | -7.5% | +4.4% | -1.6% |
| 30D | -8.6% | -5.3% | -3.3% | -7.6% |
| 3M | -1.6% | +15.6% | -17.3% | -4.6% |
| 6M | +11.8% | +19.5% | -7.6% | +7.4% |
| YTD | +5.1% | +5.8% | -0.7% | +3.2% |
| 1Y | +50.7% | -10.9% | +61.6% | +53.0% |
| 3Y | +95.7% | +5.4% | +90.3% | +90.5% |
| 5Y | +390.2% | +20.4% | +369.8% | +361.5% |
| 10Y | +1,580.3% | +164.1% | +1,416.2% | +1,242.5% |
| All | +17,174.7% | +35,064.1% | -17,889.5% | +7,607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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