+438.9%
LLY vs WM
+62.1%
+376.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -4.9% | -4.2% |
| 7D | -0.7% | +4.5% | -5.1% | -2.5% |
| 30D | +17.9% | +16.1% | +1.8% | +10.9% |
| 3M | +16.8% | +8.0% | +8.8% | +13.1% |
| 6M | +38.4% | +8.4% | +30.0% | +33.6% |
| YTD | +27.6% | +11.2% | +16.4% | +21.3% |
| 1Y | +48.3% | +22.3% | +26.0% | +35.3% |
| 3Y | +145.4% | +50.2% | +95.1% | +99.5% |
| 5Y | +438.9% | +63.3% | +375.6% | +313.8% |
| All | +438.9% | +62.1% | +376.8% | +313.8% |
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