+4,811.7%
LLY vs PSX
+1,118.1%
+3,693.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +1.6% | -7.8% | +9.4% | +2.9% |
| 30D | +21.5% | -9.9% | +31.3% | +23.2% |
| 3M | +16.4% | +16.9% | -0.5% | +13.4% |
| 6M | +51.5% | +48.0% | +3.5% | +41.9% |
| YTD | +33.9% | +98.3% | -64.4% | +19.1% |
| 1Y | +49.1% | +86.2% | -37.1% | +33.8% |
| 3Y | +144.6% | +144.0% | +0.6% | +106.3% |
| 5Y | +466.3% | +287.7% | +178.6% | +330.2% |
| 10Y | +2,024.1% | +338.3% | +1,685.8% | +1,376.4% |
| All | +4,811.7% | +1,118.1% | +3,693.6% | +2,933.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling