+425.7%
LLY vs S
-56.8%
+482.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | -7.7% | +5.6% | -1.7% |
| 30D | -1.6% | -5.3% | +3.7% | -1.4% |
| 3M | +2.3% | +20.3% | -18.0% | +0.9% |
| 6M | +14.9% | +47.4% | -32.5% | +11.6% |
| YTD | +7.5% | +32.5% | -25.1% | +5.0% |
| 1Y | +55.7% | +9.5% | +46.2% | +53.5% |
| 3Y | +110.6% | +15.5% | +95.1% | +106.2% |
| 5Y | +363.4% | -71.2% | +434.6% | +368.5% |
| All | +425.7% | -56.8% | +482.5% | +426.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling