+911.7%
MU vs LLY
+472.1%
+439.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | -15.2% | +1.6% | -16.8% | -15.3% |
| 30D | -29.5% | +21.5% | -51.0% | -31.6% |
| 3M | -15.8% | +16.4% | -32.2% | -17.8% |
| 6M | -2.9% | +51.5% | -54.4% | -10.5% |
| YTD | +154.2% | +33.9% | +120.3% | +138.7% |
| 1Y | +186.6% | +49.1% | +137.5% | +162.0% |
| 3Y | +871.5% | +144.6% | +726.9% | +696.0% |
| 5Y | +911.7% | +466.3% | +445.4% | +536.6% |
| All | +911.7% | +472.1% | +439.6% | +536.6% |
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 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