+104.7%
LLY vs PODD
-22.0%
+126.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -2.1% | +1.6% | -3.8% | -2.3% |
| 30D | -1.6% | +10.7% | -12.3% | -2.2% |
| 3M | +2.3% | +0.7% | +1.6% | +1.7% |
| 6M | +14.9% | -39.3% | +54.2% | +17.6% |
| YTD | +7.5% | -48.1% | +55.6% | +11.0% |
| 1Y | +55.7% | -57.4% | +113.1% | +62.1% |
| All | +104.7% | -22.0% | +126.6% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 3y: compounded portfolio wealth divided by compounded PODD 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…
3y analysis · Full analysis span regression · 6 months rolling