+700.7%
GOOGL vs LLY
+2,025.7%
-1,325.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +5.7% | +4.6% | +1.1% | +4.6% |
| 30D | -15.6% | +22.4% | -37.9% | -19.7% |
| 3M | -13.0% | +17.1% | -30.1% | -16.5% |
| 6M | -22.8% | +44.6% | -67.4% | -29.9% |
| YTD | -4.4% | +33.5% | -37.8% | -12.2% |
| 1Y | +4.5% | +41.1% | -36.7% | -5.4% |
| 3Y | +127.4% | +143.8% | -16.3% | +70.4% |
| 5Y | +102.8% | +473.4% | -370.5% | +12.2% |
| All | +700.7% | +2,025.7% | -1,325.0% | +173.2% |
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