+443.8%
LLY vs PSX
+274.8%
+169.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -4.5% | -13.1% | +8.6% | -3.6% |
| 30D | +13.9% | -9.5% | +23.4% | +14.6% |
| 3M | +13.8% | +20.2% | -6.4% | +12.1% |
| 6M | +37.6% | +44.9% | -7.3% | +33.6% |
| YTD | +26.6% | +94.4% | -67.8% | +19.4% |
| 1Y | +45.3% | +83.1% | -37.7% | +37.8% |
| 3Y | +132.2% | +132.2% | +0.1% | +112.0% |
| All | +443.8% | +274.8% | +169.0% | +389.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling