+562.0%
GLW vs LLY
+2,041.7%
-1,479.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.4% |
| 7D | +1.4% | +1.4% | +0.1% | +1.3% |
| 30D | -18.2% | +21.5% | -39.7% | -21.8% |
| 3M | -24.2% | +18.5% | -42.6% | -27.3% |
| 6M | -41.7% | +49.1% | -90.8% | -47.7% |
| YTD | +38.3% | +34.4% | +3.9% | +26.4% |
| 1Y | +38.2% | +46.3% | -8.1% | +23.3% |
| 3Y | +363.4% | +145.5% | +217.9% | +242.4% |
| 5Y | +254.6% | +472.7% | -218.1% | +85.6% |
| 10Y | +562.0% | +2,049.9% | -1,488.0% | +103.2% |
| All | +562.0% | +2,041.7% | -1,479.7% | +103.2% |
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