+104.7%
LLY vs UNP
+45.7%
+59.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -5.3% | +3.2% | -0.9% |
| 30D | -1.6% | -1.5% | -0.1% | -1.3% |
| 3M | +2.3% | +10.3% | -8.0% | 0.0% |
| 6M | +14.9% | +9.7% | +5.2% | +12.1% |
| YTD | +7.5% | +27.1% | -19.6% | +0.9% |
| 1Y | +55.7% | +32.6% | +23.1% | +44.4% |
| All | +104.7% | +45.7% | +59.0% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling