+143.2%
LLY vs USB
+94.5%
+48.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +10.1% | +2.4% | +7.7% | +9.7% |
| 30D | +24.0% | +6.6% | +17.5% | +22.9% |
| 3M | +27.3% | -4.1% | +31.4% | +27.9% |
| 6M | +47.0% | +12.5% | +34.5% | +44.0% |
| YTD | +32.6% | +17.6% | +14.9% | +28.5% |
| 1Y | +57.3% | +36.5% | +20.8% | +48.5% |
| All | +143.2% | +94.5% | +48.7% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling