+4,540.6%
LLY vs PM
+824.3%
+3,716.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -4.5% | -5.2% | +0.7% | -2.4% |
| 30D | +13.9% | +2.7% | +11.2% | +12.6% |
| 3M | +13.8% | +5.2% | +8.5% | +11.2% |
| 6M | +37.6% | +17.0% | +20.6% | +28.3% |
| YTD | +26.6% | +25.5% | +1.1% | +14.2% |
| 1Y | +45.3% | +35.5% | +9.8% | +26.9% |
| 3Y | +132.2% | +143.9% | -11.7% | +53.1% |
| 5Y | +434.7% | +161.8% | +272.8% | +234.7% |
| 10Y | +2,084.3% | +235.9% | +1,848.4% | +1,039.1% |
| All | +4,540.6% | +824.3% | +3,716.3% | +1,107.3% |
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