+20,870.5%
LLY vs T
+1,634.8%
+19,235.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.7% | -3.7% |
| 7D | -0.7% | +4.3% | -5.0% | -1.9% |
| 30D | +17.9% | -9.7% | +27.6% | +21.1% |
| 3M | +16.8% | -4.3% | +21.1% | +17.8% |
| 6M | +38.4% | -13.7% | +52.1% | +43.4% |
| YTD | +27.6% | -8.0% | +35.6% | +29.1% |
| 1Y | +48.3% | -6.9% | +55.3% | +49.6% |
| 3Y | +145.4% | +59.7% | +85.6% | +105.4% |
| 5Y | +438.9% | +53.4% | +385.5% | +345.9% |
| 10Y | +2,101.6% | +58.2% | +2,043.4% | +1,670.5% |
| All | +20,870.5% | +1,634.8% | +19,235.7% | +6,434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling