+483.3%
LLY vs S
-71.1%
+554.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +6.7% | +2.0% | +4.8% | +6.6% |
| 30D | +19.6% | -2.7% | +22.3% | +19.6% |
| 3M | +19.7% | -6.9% | +26.6% | +19.8% |
| 6M | +42.7% | +38.1% | +4.7% | +38.9% |
| YTD | +35.1% | +48.0% | -12.9% | +30.5% |
| 1Y | +42.2% | +34.5% | +7.7% | +38.0% |
| 3Y | +140.8% | +38.3% | +102.5% | +132.6% |
| All | +483.3% | -71.1% | +554.4% | +489.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling