+1,533.3%
LITE vs LLY
+2,040.2%
-506.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +9.8% |
| 7D | -12.9% | +0.1% | -13.0% | -12.7% |
| 30D | -46.0% | +19.7% | -65.7% | -47.9% |
| 3M | -33.0% | +19.3% | -52.3% | -35.8% |
| 6M | -34.0% | +49.3% | -83.4% | -40.8% |
| YTD | +61.7% | +32.0% | +29.7% | +48.9% |
| 1Y | +148.3% | +53.7% | +94.6% | +119.9% |
| 3Y | +1,408.5% | +143.7% | +1,264.8% | +1,065.3% |
| 5Y | +546.2% | +463.9% | +82.3% | +288.8% |
| 10Y | +1,533.3% | +2,006.3% | -473.0% | +617.8% |
| All | +1,533.3% | +2,040.2% | -506.9% | +617.8% |
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