+38.4%
LLY vs RF
+4.6%
+33.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +17.9% |
| 3M | +16.8% | -10.0% | +26.8% | +16.0% |
| 6M | +38.4% | +3.3% | +35.1% | +37.1% |
| All | +38.4% | +4.6% | +33.9% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling