+4.3%
WMT vs LLY
+54.1%
-49.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | -3.1% | +2.8% | +0.2% |
| 30D | -5.8% | -8.6% | +2.8% | -4.6% |
| 3M | -10.8% | -1.6% | -9.1% | -10.4% |
| 6M | -14.3% | +11.8% | -26.2% | -15.7% |
| YTD | -4.4% | +5.1% | -9.5% | -6.0% |
| 1Y | +4.3% | +50.7% | -46.4% | +5.2% |
| All | +4.3% | +54.1% | -49.8% | +5.2% |
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