+855.4%
MU vs LLY
+142.0%
+713.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.2% |
| 7D | -22.0% | -4.5% | -17.5% | -21.5% |
| 30D | -36.6% | +13.9% | -50.5% | -37.6% |
| 3M | -21.7% | +13.8% | -35.5% | -23.2% |
| 6M | +3.5% | +37.6% | -34.1% | -2.9% |
| YTD | +141.9% | +26.6% | +115.3% | +129.8% |
| 1Y | +189.8% | +45.3% | +144.5% | +164.9% |
| 3Y | +855.4% | +132.2% | +723.1% | +751.8% |
| All | +855.4% | +142.0% | +713.4% | +751.8% |
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