+3,673.6%
LLY vs UUUU
-92.0%
+3,765.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | -2.1% | -1.4% | -0.8% | -2.1% |
| 30D | -1.6% | +16.3% | -17.9% | -2.1% |
| 3M | +2.3% | -16.7% | +19.0% | +2.6% |
| 6M | +14.9% | -33.7% | +48.5% | +15.9% |
| YTD | +7.5% | -0.5% | +7.9% | +6.5% |
| 1Y | +55.7% | +28.9% | +26.8% | +52.0% |
| 3Y | +110.6% | +99.9% | +10.7% | +99.8% |
| 5Y | +363.4% | +135.3% | +228.1% | +331.0% |
| 10Y | +1,649.0% | +518.4% | +1,130.6% | +1,419.2% |
| All | +3,673.6% | -92.0% | +3,765.6% | +3,178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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