+2,926.9%
LLY vs UMC
+259.6%
+2,667.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.4% |
| 7D | -2.1% | +5.0% | -7.1% | -2.7% |
| 30D | -1.6% | +7.7% | -9.3% | -2.6% |
| 3M | +2.3% | +1.7% | +0.6% | +0.7% |
| 6M | +14.9% | +113.9% | -99.0% | +2.2% |
| YTD | +7.5% | +168.9% | -161.4% | -7.7% |
| 1Y | +55.7% | +207.2% | -151.5% | +31.2% |
| 3Y | +110.6% | +227.7% | -117.1% | +74.4% |
| 5Y | +363.4% | +118.0% | +245.4% | +296.7% |
| 10Y | +1,649.0% | +1,682.1% | -33.1% | +978.0% |
| All | +2,926.9% | +259.6% | +2,667.3% | +1,605.9% |
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