+1,612.0%
LLY vs ALL
+370.7%
+1,241.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | -1.6% | -1.5% | -0.1% | -1.3% |
| 3M | +2.3% | +23.6% | -21.3% | -3.8% |
| 6M | +14.9% | +22.3% | -7.4% | +8.3% |
| YTD | +7.5% | +26.5% | -19.1% | 0.0% |
| 1Y | +55.7% | +27.0% | +28.7% | +44.4% |
| 3Y | +110.6% | +149.6% | -39.0% | +58.1% |
| 5Y | +363.4% | +118.1% | +245.3% | +254.1% |
| All | +1,612.0% | +370.7% | +1,241.3% | +857.2% |
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