+163.0%
LLY vs USAR
+74.0%
+88.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.1% | -2.1% | 0.0% | -2.2% |
| 30D | -1.6% | +2.6% | -4.2% | -1.5% |
| 3M | +2.3% | -35.0% | +37.3% | +2.1% |
| 6M | +14.9% | -6.9% | +21.8% | +15.3% |
| YTD | +7.5% | +48.0% | -40.5% | +9.1% |
| 1Y | +55.7% | +24.8% | +30.9% | +58.1% |
| 3Y | +110.6% | +73.2% | +37.4% | +119.3% |
| All | +163.0% | +74.0% | +88.9% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling