+1,537.8%
LLY vs XYZ
+638.9%
+898.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | -1.0% | -1.2% | -2.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.6% |
| 3M | +2.3% | +16.7% | -14.5% | +0.9% |
| 6M | +14.9% | +26.9% | -12.0% | +12.3% |
| YTD | +7.5% | +27.1% | -19.7% | +4.8% |
| 1Y | +55.7% | +9.3% | +46.4% | +53.4% |
| 3Y | +110.6% | +42.3% | +68.3% | +98.7% |
| 5Y | +363.4% | -69.3% | +432.7% | +379.6% |
| 10Y | +1,649.0% | +586.8% | +1,062.2% | +1,287.8% |
| All | +1,537.8% | +638.9% | +898.9% | +1,185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling