+170.1%
WMT vs LLY
+472.1%
-301.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +0.6% | +1.6% | -1.1% | +0.3% |
| 30D | +12.8% | +21.5% | -8.7% | +9.6% |
| 3M | +11.7% | +16.4% | -4.7% | +9.2% |
| 6M | -3.5% | +51.5% | -55.0% | -9.0% |
| YTD | +13.4% | +33.9% | -20.5% | +8.2% |
| 1Y | +23.6% | +49.1% | -25.5% | +16.3% |
| 3Y | +133.9% | +144.6% | -10.7% | +101.4% |
| 5Y | +170.1% | +466.3% | -296.2% | +95.5% |
| All | +170.1% | +472.1% | -301.9% | +95.5% |
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