+466.3%
LLY vs UMC
+76.4%
+390.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +1.6% | -8.3% | +9.9% | +2.0% |
| 30D | +21.5% | -34.5% | +56.0% | +23.9% |
| 3M | +16.4% | -20.0% | +36.4% | +17.1% |
| 6M | +51.5% | -0.7% | +52.2% | +46.4% |
| YTD | +33.9% | +94.7% | -60.8% | +19.3% |
| 1Y | +49.1% | +106.0% | -56.9% | +31.9% |
| 3Y | +144.6% | +124.3% | +20.3% | +112.9% |
| 5Y | +466.3% | +78.0% | +388.4% | +398.3% |
| All | +466.3% | +76.4% | +390.0% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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