+19,324.9%
LLY vs STM
+1,727.7%
+17,597.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.4% | +8.6% | -2.2% |
| 7D | -0.7% | -20.1% | +19.4% | +2.0% |
| 30D | +17.9% | -32.0% | +49.9% | +23.4% |
| 3M | +16.8% | -24.2% | +41.0% | +20.2% |
| 6M | +38.4% | -29.9% | +68.4% | +41.6% |
| YTD | +27.6% | +54.9% | -27.3% | +16.7% |
| 1Y | +48.3% | +68.0% | -19.6% | +34.0% |
| 3Y | +145.4% | -0.1% | +145.5% | +131.3% |
| 5Y | +438.9% | -17.9% | +456.8% | +409.9% |
| 10Y | +2,101.6% | +392.2% | +1,709.4% | +1,446.4% |
| All | +19,324.9% | +1,727.7% | +17,597.3% | +9,862.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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