+68,550.7%
MU vs LLY
+20,985.5%
+47,565.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -3.8% | -13.7% | -16.2% |
| 7D | -29.7% | -0.7% | -29.1% | -29.5% |
| 30D | -37.2% | +17.9% | -55.1% | -40.9% |
| 3M | -26.5% | +16.8% | -43.3% | -30.9% |
| 6M | +2.6% | +38.4% | -35.9% | -10.4% |
| YTD | +130.1% | +27.6% | +102.5% | +104.1% |
| 1Y | +176.7% | +48.3% | +128.3% | +131.9% |
| 3Y | +813.1% | +145.4% | +667.7% | +511.1% |
| 5Y | +822.0% | +438.9% | +383.1% | +342.3% |
| 10Y | +3,936.2% | +2,101.6% | +1,834.5% | +953.8% |
| All | +68,550.7% | +20,985.5% | +47,565.2% | +5,788.4% |
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