+4,826.0%
LLY vs PM
+825.0%
+4,001.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | +1.4% | -7.1% | +8.4% | +4.3% |
| 30D | +21.5% | -2.8% | +24.3% | +22.9% |
| 3M | +18.5% | +6.3% | +12.1% | +15.3% |
| 6M | +49.1% | +9.6% | +39.5% | +42.8% |
| YTD | +34.4% | +25.6% | +8.8% | +21.1% |
| 1Y | +46.3% | +29.7% | +16.6% | +30.0% |
| 3Y | +145.5% | +147.6% | -2.1% | +60.7% |
| 5Y | +472.7% | +160.1% | +312.6% | +259.4% |
| 10Y | +2,049.9% | +260.9% | +1,789.0% | +981.6% |
| All | +4,826.0% | +825.0% | +4,001.0% | +1,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling