+834.7%
LLY vs U
-31.3%
+866.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.9% |
| 7D | -4.5% | +36.6% | -41.1% | -5.2% |
| 30D | +13.9% | +13.3% | +0.6% | +13.5% |
| 3M | +13.8% | +26.2% | -12.4% | +13.0% |
| 6M | +37.6% | +88.7% | -51.1% | +35.0% |
| YTD | +26.6% | +16.6% | +10.0% | +25.6% |
| 1Y | +45.3% | +29.0% | +16.4% | +43.6% |
| 3Y | +132.2% | +99.5% | +32.7% | +122.1% |
| 5Y | +434.7% | -66.1% | +500.8% | +428.9% |
| All | +834.7% | -31.3% | +866.1% | +756.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling