+47.0%
LLY vs USAR
-50.4%
+97.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.5% | -2.2% | +4.3% |
| 7D | +0.1% | -1.1% | +1.1% | 0.0% |
| 30D | +19.7% | -30.3% | +50.0% | +19.6% |
| 3M | +19.3% | -54.7% | +73.9% | +19.0% |
| 6M | +49.3% | -67.5% | +116.8% | +50.0% |
| YTD | +32.0% | -26.4% | +58.4% | +35.9% |
| All | +47.0% | -50.4% | +97.4% | +48.4% |
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