+547.3%
LLY vs PL
+84.9%
+462.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | -9.3% | +7.2% | -1.9% |
| 30D | -1.6% | -18.9% | +17.3% | -1.1% |
| 3M | +2.3% | -58.4% | +60.7% | +4.6% |
| 6M | +14.9% | -30.3% | +45.2% | +15.4% |
| YTD | +7.5% | -8.1% | +15.6% | +6.6% |
| 1Y | +55.7% | +180.5% | -124.8% | +47.9% |
| 3Y | +110.6% | +444.1% | -333.5% | +91.4% |
| 5Y | +363.4% | +83.0% | +280.4% | +362.8% |
| All | +547.3% | +84.9% | +462.4% | +544.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling