+46.0%
MSFT vs LLY
+145.1%
-99.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -2.4% | +4.6% | -7.0% | -2.6% |
| 30D | -3.8% | +22.4% | -26.1% | -4.6% |
| 3M | +6.4% | +17.1% | -10.7% | +5.7% |
| 6M | +28.8% | +44.6% | -15.9% | +26.1% |
| YTD | +8.8% | +33.5% | -24.6% | +7.3% |
| 1Y | +3.2% | +41.1% | -38.0% | +1.2% |
| All | +46.0% | +145.1% | -99.2% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling