+132.2%
LLY vs T
+58.8%
+73.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.5% | +1.0% | -5.5% | -4.5% |
| 30D | +13.9% | -10.6% | +24.5% | +14.4% |
| 3M | +13.8% | -7.7% | +21.5% | +14.1% |
| 6M | +37.6% | -13.3% | +50.9% | +38.1% |
| YTD | +26.6% | -8.8% | +35.4% | +27.1% |
| 1Y | +45.3% | -8.4% | +53.7% | +45.9% |
| 3Y | +132.2% | +59.6% | +72.6% | +156.0% |
| All | +132.2% | +58.8% | +73.4% | +156.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling