+17,561.1%
LLY vs UL
+2,661.1%
+14,900.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +2.3% | +17.6% | -15.3% | -3.0% |
| 6M | +14.9% | -5.4% | +20.3% | +16.4% |
| YTD | +7.5% | +0.7% | +6.8% | +6.7% |
| 1Y | +55.7% | -9.3% | +64.9% | +59.3% |
| 3Y | +110.6% | +24.5% | +86.1% | +93.6% |
| 5Y | +363.4% | +23.2% | +340.2% | +320.1% |
| 10Y | +1,649.0% | +64.5% | +1,584.5% | +1,313.5% |
| All | +17,561.1% | +2,661.1% | +14,900.0% | +5,405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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