+3,706.2%
LLY vs UMC
+166.6%
+3,539.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | +6.7% | +11.2% | -4.5% | +5.4% |
| 30D | +19.6% | -28.0% | +47.6% | +23.8% |
| 3M | +19.7% | -20.5% | +40.2% | +22.0% |
| 6M | +42.7% | -1.6% | +44.3% | +39.3% |
| YTD | +35.1% | +99.4% | -64.2% | +19.5% |
| 1Y | +42.2% | +120.4% | -78.2% | +24.0% |
| 3Y | +140.8% | +134.2% | +6.6% | +106.3% |
| 5Y | +480.6% | +78.8% | +401.7% | +405.3% |
| 10Y | +2,061.9% | +1,280.4% | +781.4% | +1,263.4% |
| All | +3,706.2% | +166.6% | +3,539.6% | +2,106.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling