+47.0%
LLY vs PM
+31.5%
+15.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | +0.1% | -7.3% | +7.4% | +2.3% |
| 30D | +19.7% | -4.0% | +23.7% | +21.2% |
| 3M | +19.3% | +2.7% | +16.5% | +18.4% |
| 6M | +49.3% | +14.9% | +34.5% | +43.0% |
| YTD | +32.0% | +23.5% | +8.5% | +26.1% |
| All | +47.0% | +31.5% | +15.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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