+1,612.0%
LLY vs B
+194.1%
+1,417.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.1% | -1.6% | -0.6% | -2.1% |
| 30D | -1.6% | +9.4% | -11.0% | -2.3% |
| 3M | +2.3% | +5.0% | -2.7% | +1.7% |
| 6M | +14.9% | -3.5% | +18.4% | +14.7% |
| YTD | +7.5% | +4.5% | +3.0% | +6.6% |
| 1Y | +55.7% | +67.8% | -12.1% | +49.7% |
| 3Y | +110.6% | +196.7% | -86.1% | +95.3% |
| 5Y | +363.4% | +151.9% | +211.5% | +331.1% |
| All | +1,612.0% | +194.1% | +1,417.9% | +1,493.6% |
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