+49.1%
LLY vs XYZ
+28.4%
+20.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.9% |
| 7D | +1.6% | +12.6% | -11.0% | 0.0% |
| 30D | +21.5% | +10.8% | +10.7% | +19.7% |
| 3M | +16.4% | +8.4% | +8.1% | +15.0% |
| 6M | +51.5% | +14.3% | +37.2% | +48.0% |
| YTD | +33.9% | +31.5% | +2.4% | +29.0% |
| 1Y | +49.1% | +28.1% | +21.0% | +43.6% |
| All | +49.1% | +28.4% | +20.7% | +43.6% |
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