+57.3%
LLY vs UNP
+44.1%
+13.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +10.1% | +3.6% | +6.5% | +9.4% |
| 30D | +24.0% | +11.4% | +12.7% | +22.1% |
| 3M | +27.3% | +4.6% | +22.7% | +26.4% |
| 6M | +47.0% | +18.3% | +28.7% | +43.1% |
| YTD | +32.6% | +35.4% | -2.8% | +25.9% |
| 1Y | +57.3% | +42.6% | +14.7% | +49.1% |
| All | +57.3% | +44.1% | +13.2% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling