+4,466.9%
LLY vs PWR
+8,011.0%
-3,544.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.6% |
| 7D | +1.6% | -11.2% | +12.9% | +2.8% |
| 30D | +21.5% | -17.4% | +38.9% | +23.7% |
| 3M | +16.4% | -11.7% | +28.2% | +17.4% |
| 6M | +51.5% | -21.7% | +73.2% | +54.0% |
| YTD | +33.9% | +38.3% | -4.4% | +27.1% |
| 1Y | +49.1% | +29.6% | +19.5% | +42.5% |
| 3Y | +144.6% | +236.1% | -91.5% | +106.5% |
| 5Y | +466.3% | +406.3% | +60.0% | +352.5% |
| 10Y | +2,024.1% | +1,796.7% | +227.4% | +1,332.6% |
| All | +4,466.9% | +8,011.0% | -3,544.1% | +2,402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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