+9,012.0%
WMT vs LLY
+17,658.0%
-8,646.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +3.9% | -2.1% | +6.1% | +4.5% |
| 30D | -4.4% | -1.6% | -2.8% | -4.0% |
| 3M | -8.8% | +2.3% | -11.1% | -9.6% |
| 6M | -15.6% | +14.9% | -30.5% | -19.2% |
| YTD | -3.2% | +7.5% | -10.7% | -6.0% |
| 1Y | +7.0% | +55.7% | -48.6% | -6.3% |
| 3Y | +105.3% | +110.6% | -5.3% | +59.4% |
| 5Y | +129.3% | +363.4% | -234.2% | +39.4% |
| 10Y | +423.9% | +1,649.0% | -1,225.1% | +106.5% |
| All | +9,012.0% | +17,658.0% | -8,646.0% | +1,304.5% |
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 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