+57.3%
LLY vs USAR
-49.3%
+106.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.6% |
| 7D | +10.1% | -21.8% | +31.8% | +9.9% |
| 30D | +24.0% | -39.9% | +64.0% | +23.8% |
| 3M | +27.3% | -52.5% | +79.8% | +26.9% |
| 6M | +47.0% | -67.9% | +114.9% | +47.2% |
| YTD | +32.6% | -31.1% | +63.7% | +36.9% |
| 1Y | +57.3% | -49.8% | +107.2% | +60.3% |
| All | +57.3% | -49.3% | +106.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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