+134.1%
LLY vs WM
+50.2%
+83.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -4.9% | -4.2% |
| 7D | -0.7% | +4.5% | -5.1% | -2.2% |
| 30D | +17.9% | +16.1% | +1.8% | +12.1% |
| 3M | +16.8% | +8.0% | +8.8% | +13.6% |
| 6M | +38.4% | +8.4% | +30.0% | +34.4% |
| YTD | +27.6% | +11.2% | +16.4% | +22.4% |
| 1Y | +48.3% | +22.3% | +26.0% | +37.5% |
| All | +134.1% | +50.2% | +83.8% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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