+372.0%
LLY vs WM
+52.1%
+319.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -1.6% | -2.4% | +0.8% | -0.7% |
| 3M | +2.3% | +0.4% | +1.9% | +2.0% |
| 6M | +14.9% | -9.5% | +24.4% | +19.3% |
| YTD | +7.5% | +0.5% | +7.0% | +6.5% |
| 1Y | +55.7% | -1.1% | +56.8% | +55.2% |
| 3Y | +110.6% | +46.0% | +64.6% | +72.0% |
| All | +372.0% | +52.1% | +319.9% | +258.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling