+1,563.7%
META vs LLY
+4,583.7%
-3,020.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.9% | +10.1% | -7.2% | +0.3% |
| 30D | -15.1% | +24.0% | -39.1% | -20.0% |
| 3M | +7.2% | +27.3% | -20.0% | +0.2% |
| 6M | +3.4% | +47.0% | -43.6% | -7.4% |
| YTD | -4.3% | +32.6% | -36.9% | -12.9% |
| 1Y | +0.8% | +57.3% | -56.6% | -13.0% |
| 3Y | +102.2% | +154.9% | -52.8% | +45.2% |
| 5Y | +89.4% | +447.5% | -358.2% | +4.2% |
| 10Y | +426.7% | +2,187.5% | -1,760.8% | +76.9% |
| All | +1,563.7% | +4,583.7% | -3,020.0% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling