+521.8%
GLW vs LLY
+2,007.5%
-1,485.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.6% |
| 7D | -11.1% | +1.6% | -12.7% | -11.3% |
| 30D | -28.4% | +21.5% | -49.9% | -31.5% |
| 3M | -28.8% | +16.4% | -45.2% | -31.5% |
| 6M | -39.8% | +51.5% | -91.3% | -46.2% |
| YTD | +28.7% | +33.9% | -5.2% | +17.7% |
| 1Y | +27.7% | +49.1% | -21.4% | +13.3% |
| 3Y | +331.3% | +144.6% | +186.7% | +219.0% |
| 5Y | +233.4% | +466.3% | -232.9% | +75.3% |
| 10Y | +521.8% | +2,024.1% | -1,502.4% | +91.4% |
| All | +521.8% | +2,007.5% | -1,485.7% | +91.4% |
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