+372.0%
LLY vs RF
+89.8%
+282.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.3% | -3.5% | -2.3% |
| 30D | -1.6% | -3.6% | +2.0% | -1.4% |
| 3M | +2.3% | +8.1% | -5.8% | +1.6% |
| 6M | +14.9% | +11.5% | +3.4% | +13.7% |
| YTD | +7.5% | +15.6% | -8.1% | +5.9% |
| 1Y | +55.7% | +15.7% | +40.0% | +53.3% |
| 3Y | +110.6% | +86.9% | +23.7% | +100.7% |
| All | +372.0% | +89.8% | +282.2% | +353.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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