+62.4%
MSFT vs LLY
+481.2%
-418.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -1.3% | +6.7% | -8.0% | -2.0% |
| 30D | -1.8% | +19.6% | -21.4% | -3.9% |
| 3M | +5.6% | +19.7% | -14.1% | +3.3% |
| 6M | +29.8% | +42.7% | -12.9% | +23.5% |
| YTD | +9.0% | +35.1% | -26.1% | +4.3% |
| 1Y | +4.9% | +42.2% | -37.2% | -0.5% |
| 3Y | +46.2% | +140.8% | -94.6% | +19.4% |
| All | +62.4% | +481.2% | -418.7% | -6.4% |
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