+2,053.0%
LLY vs ALL
+376.2%
+1,676.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | +22.4% | +12.8% | +9.5% | +18.3% |
| 3M | +17.1% | +4.7% | +12.5% | +15.4% |
| 6M | +44.6% | +24.9% | +19.7% | +35.4% |
| YTD | +33.5% | +30.0% | +3.5% | +23.1% |
| 1Y | +41.1% | +29.9% | +11.2% | +30.1% |
| 3Y | +143.8% | +117.5% | +26.2% | +91.0% |
| 5Y | +473.4% | +161.7% | +311.7% | +310.6% |
| All | +2,053.0% | +376.2% | +1,676.8% | +1,118.2% |
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