+740.7%
GOOGL vs LLY
+1,583.9%
-843.2%
-44.3%
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 | -2.8% | -3.2% | +0.3% | -2.1% |
| 30D | -3.2% | -7.4% | +4.2% | -1.5% |
| 3M | -6.6% | -1.0% | -5.6% | -6.9% |
| 6M | +8.5% | +12.5% | -4.0% | +4.5% |
| YTD | +6.5% | +5.0% | +1.5% | +3.8% |
| 1Y | +39.4% | +49.8% | -10.3% | +24.2% |
| 3Y | +146.2% | +95.5% | +50.7% | +94.3% |
| 5Y | +138.3% | +390.7% | -252.3% | +36.2% |
| All | +740.7% | +1,583.9% | -843.2% | +208.5% |
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