+438.9%
LLY vs RF
+42.4%
+396.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.6% | -3.6% |
| 7D | -0.7% | -1.6% | +1.0% | -0.5% |
| 30D | +17.9% | +5.0% | +12.9% | +17.4% |
| 3M | +16.8% | -10.0% | +26.8% | +17.8% |
| 6M | +38.4% | +3.3% | +35.1% | +37.9% |
| YTD | +27.6% | +7.9% | +19.7% | +26.4% |
| 1Y | +48.3% | +21.2% | +27.1% | +45.4% |
| 3Y | +145.4% | +105.8% | +39.5% | +132.6% |
| 5Y | +438.9% | +43.7% | +395.2% | +416.8% |
| All | +438.9% | +42.4% | +396.5% | +416.8% |
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