+2,024.1%
LLY vs C
+218.0%
+1,806.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +21.5% | -5.2% | +26.6% | +22.6% |
| 3M | +16.4% | -9.1% | +25.5% | +18.2% |
| 6M | +51.5% | -1.6% | +53.1% | +51.2% |
| YTD | +33.9% | +6.9% | +27.0% | +31.1% |
| 1Y | +49.1% | +23.0% | +26.1% | +42.1% |
| 3Y | +144.6% | +216.1% | -71.5% | +93.7% |
| 5Y | +466.3% | +112.2% | +354.1% | +376.2% |
| 10Y | +2,024.1% | +208.8% | +1,815.4% | +1,646.6% |
| All | +2,024.1% | +218.0% | +1,806.1% | +1,646.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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