+144.6%
LLY vs S
+54.2%
+90.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | +21.5% | -10.8% | +32.3% | +22.6% |
| 3M | +16.4% | +5.4% | +11.0% | +15.1% |
| 6M | +51.5% | +41.2% | +10.3% | +44.1% |
| YTD | +33.9% | +56.2% | -22.3% | +25.1% |
| 1Y | +49.1% | +36.3% | +12.8% | +41.4% |
| 3Y | +144.6% | +49.4% | +95.2% | +131.9% |
| All | +144.6% | +54.2% | +90.4% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling