+49.1%
LLY vs S
+45.4%
+3.8%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.3% |
| 7D | +1.4% | +1.2% | +0.1% | +1.2% |
| 30D | +21.5% | -7.3% | +28.9% | +21.5% |
| 3M | +18.5% | +5.9% | +12.6% | +18.0% |
| 6M | +49.1% | +45.6% | +3.5% | +45.0% |
| All | +49.1% | +45.4% | +3.8% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling