+62.8%
META vs LLY
+364.4%
-301.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -2.1% | +8.9% | +7.2% |
| 30D | +4.8% | -1.6% | +6.4% | +4.9% |
| 3M | -1.6% | +2.3% | -3.9% | -2.6% |
| 6M | -7.5% | +14.9% | -22.4% | -10.9% |
| YTD | -6.4% | +7.5% | -13.9% | -9.0% |
| 1Y | -17.3% | +55.7% | -73.0% | -28.3% |
| 3Y | +109.9% | +110.6% | -0.7% | +58.6% |
| All | +62.8% | +364.4% | -301.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 5y: compounded portfolio wealth divided by compounded LLY 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…
5y analysis · Full analysis span regression · 6 months rolling