+64.1%
MSFT vs LLY
+436.7%
-372.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +1.7% | -4.5% | +6.1% | +2.2% |
| 30D | +0.2% | +13.9% | -13.7% | -1.4% |
| 3M | +6.4% | +13.8% | -7.4% | +4.6% |
| 6M | +28.7% | +37.6% | -8.9% | +22.9% |
| YTD | +10.4% | +26.6% | -16.2% | +6.5% |
| 1Y | +7.6% | +45.3% | -37.7% | +1.3% |
| 3Y | +52.3% | +132.2% | -79.9% | +24.4% |
| All | +64.1% | +436.7% | -372.7% | -4.4% |
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