+144.6%
LLY vs U
+124.7%
+19.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.6% | +1.5% |
| 7D | +1.6% | +24.4% | -22.7% | +1.1% |
| 30D | +21.5% | +7.4% | +14.1% | +21.3% |
| 3M | +16.4% | +16.8% | -0.4% | +15.9% |
| 6M | +51.5% | +78.8% | -27.3% | +48.6% |
| YTD | +33.9% | +14.0% | +20.0% | +33.6% |
| 1Y | +49.1% | +16.7% | +32.4% | +48.4% |
| 3Y | +144.6% | +86.4% | +58.2% | +120.2% |
| All | +144.6% | +124.7% | +19.9% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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