+2,049.9%
LLY vs ALL
+371.2%
+1,678.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -2.6% | +3.9% | +2.1% |
| 30D | +21.5% | +12.7% | +8.8% | +17.5% |
| 3M | +18.5% | +0.4% | +18.1% | +18.1% |
| 6M | +49.1% | +23.8% | +25.3% | +40.0% |
| YTD | +34.4% | +27.8% | +6.6% | +24.6% |
| 1Y | +46.3% | +28.9% | +17.4% | +35.3% |
| 3Y | +145.5% | +113.9% | +31.6% | +93.3% |
| 5Y | +472.7% | +157.4% | +315.3% | +312.3% |
| 10Y | +2,049.9% | +369.0% | +1,681.0% | +1,131.7% |
| All | +2,049.9% | +371.2% | +1,678.8% | +1,131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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