+2,006.3%
LLY vs CAPR
-64.9%
+2,071.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.4% | -5.2% | +4.2% |
| 7D | +0.1% | +36.0% | -36.0% | -0.1% |
| 30D | +19.7% | +25.8% | -6.1% | +19.5% |
| 3M | +19.3% | +140.8% | -121.6% | +18.4% |
| 6M | +49.3% | -67.6% | +116.9% | +49.7% |
| YTD | +32.0% | -65.9% | +97.9% | +32.2% |
| 1Y | +53.7% | +66.1% | -12.4% | +50.2% |
| 3Y | +143.7% | +256.9% | -113.1% | +133.3% |
| 5Y | +463.9% | +172.1% | +291.8% | +439.1% |
| 10Y | +2,006.3% | -64.7% | +2,071.0% | +1,863.5% |
| All | +2,006.3% | -64.9% | +2,071.3% | +1,863.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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