+144.6%
LLY vs XYZ
+67.8%
+76.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.7% |
| 7D | +1.6% | +12.6% | -11.0% | +0.6% |
| 30D | +21.5% | +10.8% | +10.7% | +20.4% |
| 3M | +16.4% | +8.4% | +8.1% | +15.5% |
| 6M | +51.5% | +14.3% | +37.2% | +49.4% |
| YTD | +33.9% | +31.5% | +2.4% | +30.2% |
| 1Y | +49.1% | +28.1% | +21.0% | +45.1% |
| 3Y | +144.6% | +66.2% | +78.4% | +130.4% |
| All | +144.6% | +67.8% | +76.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling