+16,259.4%
LLY vs STM
+2,285.7%
+13,973.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.1% | +5.8% | -7.9% | -2.9% |
| 30D | -1.6% | -1.0% | -0.6% | -1.7% |
| 3M | +2.3% | -33.3% | +35.5% | +6.4% |
| 6M | +14.9% | +57.4% | -42.5% | +5.8% |
| YTD | +7.5% | +102.2% | -94.7% | -4.5% |
| 1Y | +55.7% | +99.6% | -43.9% | +37.9% |
| 3Y | +110.6% | +14.5% | +96.1% | +96.1% |
| 5Y | +363.4% | +21.4% | +342.1% | +318.4% |
| 10Y | +1,649.0% | +695.0% | +954.0% | +1,057.4% |
| All | +16,259.4% | +2,285.7% | +13,973.7% | +8,052.2% |
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