+767.4%
GOOG vs LLY
+1,583.9%
-816.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.8% |
| 30D | -3.6% | -7.4% | +3.8% | -1.9% |
| 3M | -6.4% | -1.0% | -5.4% | -6.7% |
| 6M | +7.8% | +12.5% | -4.7% | +3.9% |
| YTD | +5.5% | +5.0% | +0.5% | +2.8% |
| 1Y | +38.3% | +49.8% | -11.5% | +23.4% |
| 3Y | +143.1% | +95.5% | +47.6% | +92.5% |
| 5Y | +135.0% | +390.7% | -255.7% | +35.3% |
| All | +767.4% | +1,583.9% | -816.5% | +219.3% |
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