+106,206.6%
MU vs LLY
+17,658.0%
+88,548.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.4% |
| 7D | +9.0% | -2.1% | +11.1% | +9.8% |
| 30D | +13.8% | -1.6% | +15.4% | +13.9% |
| 3M | +2.1% | +2.3% | -0.2% | -0.1% |
| 6M | +153.8% | +14.9% | +138.9% | +136.6% |
| YTD | +256.4% | +7.5% | +248.9% | +236.5% |
| 1Y | +719.8% | +55.7% | +664.1% | +575.1% |
| 3Y | +1,360.4% | +110.6% | +1,249.8% | +931.1% |
| 5Y | +1,312.4% | +363.4% | +949.0% | +612.9% |
| 10Y | +6,142.6% | +1,649.0% | +4,493.6% | +1,677.2% |
| All | +106,206.6% | +17,658.0% | +88,548.7% | +9,609.4% |
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