+27.4%
WMT vs LLY
+60.1%
-32.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.3% |
| 7D | +8.8% | +10.1% | -1.3% | +6.8% |
| 30D | +22.9% | +24.0% | -1.1% | +18.2% |
| 3M | +16.1% | +27.3% | -11.2% | +11.3% |
| 6M | -0.5% | +47.0% | -47.4% | -6.6% |
| YTD | +16.7% | +32.6% | -15.9% | +9.6% |
| 1Y | +27.4% | +57.3% | -30.0% | +24.8% |
| All | +27.4% | +60.1% | -32.7% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling