+390.6%
LLY vs WYNN
-11.0%
+401.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -2.9% | -4.2% | +1.3% | -2.6% |
| 30D | -8.4% | -14.6% | +6.2% | -7.4% |
| 3M | -3.8% | -18.4% | +14.6% | -2.4% |
| 6M | +11.9% | -11.9% | +23.9% | +12.9% |
| YTD | +4.3% | -26.6% | +30.9% | +6.2% |
| 1Y | +48.5% | -28.5% | +77.0% | +51.2% |
| 3Y | +91.2% | -5.1% | +96.4% | +89.8% |
| All | +390.6% | -11.0% | +401.6% | +390.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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