+306.4%
CSCO vs LLY
+2,062.5%
-1,756.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -10.2% | -4.5% | -5.7% | -9.2% |
| 30D | -20.1% | +13.9% | -34.0% | -22.5% |
| 3M | -22.1% | +13.8% | -35.8% | -24.5% |
| 6M | +3.2% | +37.6% | -34.4% | -4.9% |
| YTD | +24.1% | +26.6% | -2.5% | +15.5% |
| 1Y | +34.6% | +45.3% | -10.8% | +20.6% |
| 3Y | +90.0% | +132.2% | -42.2% | +40.7% |
| 5Y | +88.6% | +434.7% | -346.1% | -0.8% |
| All | +306.4% | +2,062.5% | -1,756.1% | +20.7% |
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