+111.9%
INTC vs LLY
+2,052.4%
-1,940.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +6.0% | +6.7% | -0.7% | +4.5% |
| 30D | -39.2% | +19.6% | -58.8% | -41.9% |
| 3M | -42.9% | +19.7% | -62.7% | -45.7% |
| 6M | -50.4% | +42.7% | -93.1% | -55.3% |
| YTD | +61.7% | +35.1% | +26.5% | +46.9% |
| 1Y | +66.1% | +42.2% | +24.0% | +48.5% |
| 3Y | +58.1% | +140.8% | -82.6% | +16.2% |
| 5Y | +27.9% | +480.6% | -452.7% | -33.5% |
| All | +111.9% | +2,052.4% | -1,940.5% | -35.1% |
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