+73.5%
MSFT vs LLY
+364.4%
-290.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.9% |
| 7D | -2.7% | -2.1% | -0.5% | -2.4% |
| 30D | +2.7% | -1.6% | +4.3% | +2.9% |
| 3M | +17.0% | +2.3% | +14.7% | +16.2% |
| 6M | +23.8% | +14.9% | +8.9% | +20.8% |
| YTD | +4.0% | +7.5% | -3.5% | +2.3% |
| 1Y | -0.8% | +55.7% | -56.5% | -8.7% |
| 3Y | +55.6% | +110.6% | -55.0% | +26.9% |
| All | +73.5% | +364.4% | -290.9% | +5.3% |
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