+244.0%
GLW vs LLY
+468.7%
-224.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +15.5% | +4.6% | +11.0% | +15.1% |
| 30D | -19.6% | +22.4% | -41.9% | -20.9% |
| 3M | -28.5% | +17.1% | -45.6% | -29.4% |
| 6M | -39.5% | +44.6% | -84.2% | -42.1% |
| YTD | +37.2% | +33.5% | +3.7% | +31.7% |
| 1Y | +35.4% | +41.1% | -5.7% | +28.9% |
| 3Y | +359.7% | +143.8% | +215.9% | +304.7% |
| 5Y | +244.0% | +473.4% | -229.3% | +144.8% |
| All | +244.0% | +468.7% | -224.7% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling