+3,839.2%
LLY vs PM
+752.6%
+3,086.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.1% |
| 7D | -2.1% | -4.9% | +2.7% | -0.2% |
| 30D | -1.6% | -3.4% | +1.8% | -0.4% |
| 3M | +2.3% | +5.2% | -2.9% | -0.2% |
| 6M | +14.9% | +3.7% | +11.2% | +12.2% |
| YTD | +7.5% | +15.8% | -8.3% | +0.2% |
| 1Y | +55.7% | +17.4% | +38.3% | +43.8% |
| 3Y | +110.6% | +116.9% | -6.3% | +45.8% |
| 5Y | +363.4% | +117.3% | +246.1% | +214.5% |
| 10Y | +1,649.0% | +193.8% | +1,455.2% | +869.7% |
| All | +3,839.2% | +752.6% | +3,086.6% | +959.4% |
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