+554.3%
LLY vs COMP
-47.7%
+601.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -1.6% | -13.3% | +11.7% | -1.4% |
| 3M | +2.3% | +41.1% | -38.8% | +1.7% |
| 6M | +14.9% | +17.2% | -2.3% | +14.3% |
| YTD | +7.5% | +5.2% | +2.3% | +7.0% |
| 1Y | +55.7% | +18.9% | +36.8% | +54.6% |
| 3Y | +110.6% | +215.9% | -105.3% | +106.1% |
| 5Y | +363.4% | -31.2% | +394.6% | +369.0% |
| All | +554.3% | -47.7% | +601.9% | +557.9% |
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