+95.6%
LLY vs UPS
-26.6%
+122.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -5.1% | -2.3% | -2.8% | -4.7% |
| 3M | -2.1% | -5.2% | +3.2% | -1.4% |
| 6M | +13.8% | +1.4% | +12.4% | +12.9% |
| YTD | +5.1% | +6.1% | -1.0% | +3.4% |
| 1Y | +53.1% | +27.0% | +26.1% | +45.5% |
| 3Y | +95.6% | -25.9% | +121.6% | +93.1% |
| All | +95.6% | -26.6% | +122.2% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling