+129.7%
WMT vs LLY
+361.9%
-232.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.7% |
| 7D | +0.1% | -3.1% | +3.2% | +0.6% |
| 30D | -5.0% | -5.1% | +0.1% | -4.3% |
| 3M | -11.3% | -2.1% | -9.2% | -11.1% |
| 6M | -13.8% | +13.8% | -27.6% | -15.5% |
| YTD | -4.2% | +5.1% | -9.3% | -5.3% |
| 1Y | +4.6% | +53.1% | -48.6% | -1.9% |
| 3Y | +100.5% | +95.6% | +4.9% | +77.9% |
| 5Y | +129.7% | +361.5% | -231.8% | +70.6% |
| All | +129.7% | +361.9% | -232.3% | +70.6% |
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