+20,705.6%
LLY vs UL
+2,738.5%
+17,967.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | 0.0% |
| 7D | -4.5% | +1.1% | -5.6% | -4.9% |
| 30D | +13.9% | +8.2% | +5.7% | +11.1% |
| 3M | +13.8% | +4.5% | +9.2% | +12.1% |
| 6M | +37.6% | +12.6% | +25.1% | +32.1% |
| YTD | +26.6% | +3.5% | +23.1% | +24.6% |
| 1Y | +45.3% | -0.4% | +45.8% | +44.5% |
| 3Y | +132.2% | +36.0% | +96.2% | +107.5% |
| 5Y | +434.7% | +30.9% | +403.7% | +375.0% |
| 10Y | +2,084.3% | +97.5% | +1,986.8% | +1,565.2% |
| All | +20,705.6% | +2,738.5% | +17,967.1% | +6,325.6% |
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