+52.3%
MSFT vs LLY
+142.0%
-89.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +1.7% | -4.5% | +6.1% | +1.9% |
| 30D | +0.2% | +13.9% | -13.7% | -0.4% |
| 3M | +6.4% | +13.8% | -7.4% | +5.8% |
| 6M | +28.7% | +37.6% | -8.9% | +26.3% |
| YTD | +10.4% | +26.6% | -16.2% | +9.0% |
| 1Y | +7.6% | +45.3% | -37.7% | +5.0% |
| 3Y | +52.3% | +132.2% | -79.9% | +37.8% |
| All | +52.3% | +142.0% | -89.7% | +37.8% |
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 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