+2,043.2%
LLY vs C
+227.2%
+1,816.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -4.5% | -2.4% | -2.1% | -4.1% |
| 30D | +13.9% | -6.0% | +19.9% | +15.1% |
| 3M | +13.8% | -10.5% | +24.3% | +15.9% |
| 6M | +37.6% | -5.7% | +43.3% | +38.4% |
| YTD | +26.6% | +4.1% | +22.5% | +24.5% |
| 1Y | +45.3% | +20.5% | +24.9% | +38.9% |
| 3Y | +132.2% | +208.1% | -75.9% | +84.3% |
| 5Y | +434.7% | +110.4% | +324.2% | +349.3% |
| All | +2,043.2% | +227.2% | +1,816.0% | +1,533.0% |
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