+3,723.8%
LLY vs WYNN
+1,203.4%
+2,520.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -8.6% | -11.8% | +3.1% | -7.5% |
| 3M | -1.6% | -15.8% | +14.2% | 0.0% |
| 6M | +11.8% | -10.7% | +22.5% | +13.0% |
| YTD | +5.1% | -24.5% | +29.6% | +7.8% |
| 1Y | +50.7% | -25.0% | +75.8% | +54.4% |
| 3Y | +95.7% | -1.8% | +97.4% | +93.0% |
| 5Y | +390.2% | -10.0% | +400.2% | +376.3% |
| 10Y | +1,580.3% | +3.2% | +1,577.2% | +1,388.6% |
| All | +3,723.8% | +1,203.4% | +2,520.4% | +2,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling