+950.8%
MU vs LLY
+148.2%
+802.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +12.8% | +6.7% | +6.1% | +11.8% |
| 30D | -14.9% | +19.6% | -34.4% | -16.9% |
| 3M | -18.0% | +19.7% | -37.8% | -20.1% |
| 6M | -3.1% | +42.7% | -45.9% | -9.5% |
| YTD | +172.9% | +35.1% | +137.8% | +156.5% |
| 1Y | +228.8% | +42.2% | +186.7% | +204.6% |
| 3Y | +950.8% | +140.8% | +810.1% | +802.6% |
| All | +950.8% | +148.2% | +802.6% | +802.6% |
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