+2,024.1%
LLY vs B
+184.6%
+1,839.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.1% | +7.5% | +1.8% |
| 7D | +1.6% | +7.1% | -5.5% | +1.1% |
| 30D | +21.5% | -3.3% | +24.8% | +21.6% |
| 3M | +16.4% | -2.5% | +19.0% | +16.5% |
| 6M | +51.5% | -7.2% | +58.7% | +51.6% |
| YTD | +33.9% | -7.4% | +41.3% | +33.7% |
| 1Y | +49.1% | +16.4% | +32.7% | +46.5% |
| 3Y | +144.6% | +178.7% | -34.1% | +127.1% |
| 5Y | +466.3% | +121.7% | +344.6% | +428.9% |
| 10Y | +2,024.1% | +208.6% | +1,815.5% | +1,862.5% |
| All | +2,024.1% | +184.6% | +1,839.5% | +1,862.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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