+57.3%
LLY vs UPS
+29.9%
+27.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -0.1% |
| 7D | +10.1% | +8.2% | +1.8% | +8.7% |
| 30D | +24.0% | +22.7% | +1.3% | +20.3% |
| 3M | +27.3% | +6.4% | +20.8% | +26.0% |
| 6M | +47.0% | +22.6% | +24.3% | +40.9% |
| YTD | +32.6% | +20.7% | +11.9% | +29.1% |
| 1Y | +57.3% | +30.6% | +26.7% | +55.2% |
| All | +57.3% | +29.9% | +27.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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