+463.9%
LLY vs UPS
-32.9%
+496.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.8% |
| 7D | +0.1% | +1.1% | -1.1% | -0.1% |
| 30D | +19.7% | +17.3% | +2.4% | +16.4% |
| 3M | +19.3% | +7.9% | +11.4% | +17.5% |
| 6M | +49.3% | +13.7% | +35.6% | +45.3% |
| YTD | +32.0% | +17.2% | +14.8% | +27.4% |
| 1Y | +53.7% | +23.2% | +30.5% | +46.9% |
| 3Y | +143.7% | -5.9% | +149.6% | +136.3% |
| 5Y | +463.9% | -33.1% | +496.9% | +473.4% |
| All | +463.9% | -32.9% | +496.8% | +473.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling