+366.8%
CSCO vs LLY
+1,542.3%
-1,175.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -0.5% | -3.1% | +2.6% | +0.2% |
| 30D | -10.1% | -5.1% | -5.0% | -9.1% |
| 3M | -11.7% | -2.1% | -9.7% | -11.7% |
| 6M | +40.1% | +13.8% | +26.3% | +34.5% |
| YTD | +43.8% | +5.1% | +38.7% | +39.8% |
| 1Y | +66.6% | +53.1% | +13.5% | +46.0% |
| 3Y | +108.5% | +95.6% | +12.9% | +59.8% |
| 5Y | +114.0% | +361.5% | -247.5% | +15.2% |
| 10Y | +366.8% | +1,545.2% | -1,178.3% | +47.3% |
| All | +366.8% | +1,542.3% | -1,175.5% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling