+134.1%
LLY vs PL
+403.1%
-269.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.1% | +6.4% | -3.5% |
| 7D | -0.7% | -20.5% | +19.9% | 0.0% |
| 30D | +17.9% | -38.8% | +56.7% | +19.5% |
| 3M | +16.8% | -49.1% | +66.0% | +19.0% |
| 6M | +38.4% | -69.4% | +107.8% | +42.7% |
| YTD | +27.6% | -42.3% | +69.9% | +27.9% |
| 1Y | +48.3% | -14.2% | +62.5% | +45.8% |
| All | +134.1% | +403.1% | -269.0% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling