+17,561.1%
LLY vs RF
+1,537.4%
+16,023.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | +2.3% | +8.1% | -5.8% | +1.1% |
| 6M | +14.9% | +11.5% | +3.4% | +13.0% |
| YTD | +7.5% | +15.6% | -8.1% | +5.0% |
| 1Y | +55.7% | +15.7% | +40.0% | +51.9% |
| 3Y | +110.6% | +86.9% | +23.7% | +89.9% |
| 5Y | +363.4% | +89.8% | +273.6% | +309.7% |
| 10Y | +1,649.0% | +344.7% | +1,304.3% | +1,202.4% |
| All | +17,561.1% | +1,537.4% | +16,023.7% | +7,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling