+957.9%
MU vs LLY
+468.7%
+489.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +21.6% | +4.6% | +17.1% | +20.8% |
| 30D | -16.2% | +22.4% | -38.6% | -18.8% |
| 3M | -12.4% | +17.1% | -29.5% | -14.6% |
| 6M | +4.2% | +44.6% | -40.5% | -3.1% |
| YTD | +180.0% | +33.5% | +146.5% | +162.9% |
| 1Y | +226.4% | +41.1% | +185.3% | +202.3% |
| 3Y | +969.7% | +143.8% | +826.0% | +775.4% |
| 5Y | +957.9% | +473.4% | +484.6% | +547.8% |
| All | +957.9% | +468.7% | +489.2% | +547.8% |
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 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