+2,957.7%
LLY vs UPS
+243.4%
+2,714.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.1% | -2.9% | +0.7% | -1.3% |
| 30D | -1.6% | -3.5% | +1.9% | -0.6% |
| 3M | +2.3% | -5.7% | +8.0% | +3.7% |
| 6M | +14.9% | -4.4% | +19.3% | +15.4% |
| YTD | +7.5% | +8.0% | -0.6% | +3.8% |
| 1Y | +55.7% | +29.0% | +26.7% | +41.4% |
| 3Y | +110.6% | -27.7% | +138.3% | +124.2% |
| 5Y | +363.4% | -34.3% | +397.8% | +397.0% |
| 10Y | +1,649.0% | +37.8% | +1,611.2% | +1,239.9% |
| All | +2,957.7% | +243.4% | +2,714.3% | +1,467.6% |
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