+141,733.1%
MSFT vs LLY
+20,819.7%
+120,913.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +1.7% | -4.5% | +6.1% | +3.1% |
| 30D | +0.2% | +13.9% | -13.7% | -4.0% |
| 3M | +6.4% | +13.8% | -7.4% | +1.7% |
| 6M | +28.7% | +37.6% | -8.9% | +15.0% |
| YTD | +10.4% | +26.6% | -16.2% | +0.1% |
| 1Y | +7.6% | +45.3% | -37.7% | -6.9% |
| 3Y | +52.3% | +132.2% | -79.9% | +7.0% |
| 5Y | +64.5% | +434.7% | -370.2% | -15.6% |
| 10Y | +917.8% | +2,084.3% | -1,166.5% | +208.0% |
| All | +141,733.1% | +20,819.7% | +120,913.3% | +15,593.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling