+57.3%
LLY vs XYZ
+19.9%
+37.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +15.3% | -14.7% | -1.4% |
| 7D | +10.1% | +16.5% | -6.4% | +7.7% |
| 30D | +24.0% | +15.0% | +9.1% | +21.7% |
| 3M | +27.3% | +3.5% | +23.7% | +26.3% |
| 6M | +47.0% | +21.9% | +25.1% | +42.2% |
| YTD | +32.6% | +34.6% | -2.0% | +27.1% |
| 1Y | +57.3% | +20.7% | +36.6% | +54.0% |
| All | +57.3% | +19.9% | +37.5% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling