+438.9%
LLY vs USB
+22.2%
+416.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | +17.9% | +4.3% | +13.6% | +17.3% |
| 3M | +16.8% | -6.1% | +22.9% | +17.6% |
| 6M | +38.4% | +9.4% | +29.0% | +36.8% |
| YTD | +27.6% | +15.2% | +12.4% | +25.0% |
| 1Y | +48.3% | +32.8% | +15.6% | +42.8% |
| 3Y | +145.4% | +91.3% | +54.1% | +126.6% |
| 5Y | +438.9% | +22.7% | +416.2% | +432.1% |
| All | +438.9% | +22.2% | +416.7% | +432.1% |
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