+57.3%
LLY vs PSX
+97.5%
-40.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.2% |
| 7D | +10.1% | -5.2% | +15.2% | +9.6% |
| 30D | +24.0% | -3.7% | +27.8% | +23.7% |
| 3M | +27.3% | +26.8% | +0.5% | +30.0% |
| 6M | +47.0% | +47.3% | -0.3% | +52.6% |
| YTD | +32.6% | +105.4% | -72.8% | +41.9% |
| 1Y | +57.3% | +96.9% | -39.6% | +69.5% |
| All | +57.3% | +97.5% | -40.2% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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