+372.0%
LLY vs USB
+40.0%
+332.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | +1.4% | -3.6% | -2.3% |
| 30D | -1.6% | -1.3% | -0.3% | -1.5% |
| 3M | +2.3% | +15.2% | -13.0% | +0.5% |
| 6M | +14.9% | +18.8% | -3.9% | +12.5% |
| YTD | +7.5% | +21.0% | -13.5% | +4.8% |
| 1Y | +55.7% | +34.0% | +21.7% | +49.8% |
| 3Y | +110.6% | +95.3% | +15.3% | +93.8% |
| All | +372.0% | +40.0% | +332.0% | +354.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling