+1,549.9%
LLY vs BR
+189.7%
+1,360.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -2.9% | -3.0% | 0.0% | -1.9% |
| 30D | -8.4% | -0.3% | -8.1% | -8.4% |
| 3M | -3.8% | +17.3% | -21.1% | -9.2% |
| 6M | +11.9% | -6.7% | +18.6% | +13.9% |
| YTD | +4.3% | -23.4% | +27.8% | +13.6% |
| 1Y | +48.5% | -32.7% | +81.1% | +69.6% |
| 3Y | +91.2% | -5.9% | +97.1% | +91.6% |
| 5Y | +387.5% | +8.4% | +379.0% | +356.2% |
| All | +1,549.9% | +189.7% | +1,360.2% | +1,172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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