+10,793.7%
WMT vs LLY
+22,229.6%
-11,435.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +2.0% | +6.7% | -4.7% | +0.3% |
| 30D | +10.3% | +19.6% | -9.3% | +5.1% |
| 3M | +11.0% | +19.7% | -8.8% | +5.7% |
| 6M | -2.3% | +42.7% | -45.1% | -11.5% |
| YTD | +15.7% | +35.1% | -19.4% | +5.7% |
| 1Y | +26.0% | +42.2% | -16.2% | +13.3% |
| 3Y | +136.5% | +140.8% | -4.3% | +77.9% |
| 5Y | +176.8% | +480.6% | -303.7% | +58.8% |
| 10Y | +537.5% | +2,061.9% | -1,524.3% | +137.8% |
| All | +10,793.7% | +22,229.6% | -11,435.9% | +1,479.3% |
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