+3,093.2%
GLW vs LLY
+20,819.7%
-17,726.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -13.9% | -4.5% | -9.4% | -12.7% |
| 30D | -35.0% | +13.9% | -48.9% | -37.5% |
| 3M | -32.4% | +13.8% | -46.1% | -35.3% |
| 6M | -41.3% | +37.6% | -79.0% | -47.4% |
| YTD | +21.8% | +26.6% | -4.8% | +10.9% |
| 1Y | +21.8% | +45.3% | -23.5% | +6.3% |
| 3Y | +307.7% | +132.2% | +175.4% | +196.1% |
| 5Y | +213.7% | +434.7% | -221.0% | +69.4% |
| 10Y | +509.3% | +2,084.3% | -1,575.0% | +102.5% |
| All | +3,093.2% | +20,819.7% | -17,726.5% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling