+41.1%
LLY vs PSX
+93.2%
-52.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.6% |
| 7D | +4.6% | +6.4% | -1.8% | +4.9% |
| 30D | +22.4% | -10.2% | +32.5% | +21.0% |
| 3M | +17.1% | +17.2% | 0.0% | +18.8% |
| 6M | +44.6% | +51.8% | -7.1% | +50.5% |
| YTD | +33.5% | +108.0% | -74.6% | +42.9% |
| 1Y | +41.1% | +96.1% | -55.0% | +51.4% |
| All | +41.1% | +93.2% | -52.1% | +51.4% |
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