+3,710.4%
LLY vs UPS
+272.8%
+3,437.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.1% |
| 30D | +21.5% | +17.4% | +4.0% | +15.5% |
| 3M | +16.4% | +7.7% | +8.7% | +13.5% |
| 6M | +51.5% | +13.8% | +37.7% | +44.5% |
| YTD | +33.9% | +17.3% | +16.6% | +25.9% |
| 1Y | +49.1% | +27.2% | +21.9% | +36.5% |
| 3Y | +144.6% | -5.6% | +150.3% | +138.3% |
| 5Y | +466.3% | -33.5% | +499.9% | +506.7% |
| 10Y | +2,024.1% | +43.7% | +1,980.5% | +1,508.5% |
| All | +3,710.4% | +272.8% | +3,437.6% | +1,801.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling