+57.3%
LLY vs PL
-0.6%
+58.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.6% |
| 7D | +10.1% | -11.7% | +21.8% | +10.1% |
| 30D | +24.0% | -27.1% | +51.2% | +24.3% |
| 3M | +27.3% | -44.6% | +71.9% | +27.6% |
| 6M | +47.0% | -67.2% | +114.1% | +48.1% |
| YTD | +32.6% | -35.9% | +68.4% | +33.2% |
| 1Y | +57.3% | -0.4% | +57.7% | +56.5% |
| All | +57.3% | -0.6% | +58.0% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling