+57.3%
LLY vs T
-6.5%
+63.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.4% | +0.3% |
| 7D | +10.1% | +5.5% | +4.6% | +9.3% |
| 30D | +24.0% | -8.9% | +33.0% | +24.9% |
| 3M | +27.3% | -5.6% | +32.9% | +27.6% |
| 6M | +47.0% | -14.3% | +61.2% | +48.5% |
| YTD | +32.6% | -7.9% | +40.5% | +35.4% |
| 1Y | +57.3% | -6.4% | +63.8% | +60.0% |
| All | +57.3% | -6.5% | +63.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 1y: compounded portfolio wealth divided by compounded T 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…
1y analysis · Full analysis span regression · 6 months rolling