+712.5%
LLY vs COMP
-52.8%
+765.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | +4.6% | +8.9% | -4.3% | +4.4% |
| 30D | +22.4% | +14.0% | +8.4% | +22.0% |
| 3M | +17.1% | -21.1% | +38.3% | +17.5% |
| 6M | +44.6% | +20.1% | +24.5% | +44.0% |
| YTD | +33.5% | -5.0% | +38.5% | +33.1% |
| 1Y | +41.1% | +5.7% | +35.4% | +40.4% |
| 3Y | +143.8% | +412.2% | -268.5% | +137.1% |
| 5Y | +473.4% | -12.1% | +485.4% | +476.6% |
| All | +712.5% | -52.8% | +765.2% | +717.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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