+361.5%
LLY vs UBER
+79.0%
+282.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UBER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.9% |
| 7D | -3.1% | -2.8% | -0.3% | -2.9% |
| 30D | -5.1% | -2.5% | -2.6% | -4.9% |
| 3M | -2.1% | +4.4% | -6.4% | -2.5% |
| 6M | +13.8% | -2.7% | +16.5% | +13.8% |
| YTD | +5.1% | -10.5% | +15.6% | +5.8% |
| 1Y | +53.1% | -22.5% | +75.6% | +55.9% |
| 3Y | +95.6% | +54.8% | +40.8% | +89.6% |
| 5Y | +361.5% | +82.5% | +279.0% | +341.7% |
| All | +361.5% | +79.0% | +282.5% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UBER.
Daily Out/Under-Performance
Portfolio return minus UBER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UBER 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 5y: compounded portfolio wealth divided by compounded UBER 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…
5y analysis · Full analysis span regression · 6 months rolling