+2,006.3%
LLY vs COO
+40.7%
+1,965.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.6% |
| 7D | +0.1% | +4.3% | -4.2% | -1.1% |
| 30D | +19.7% | +17.6% | +2.1% | +14.3% |
| 3M | +19.3% | -13.9% | +33.1% | +23.8% |
| 6M | +49.3% | +6.6% | +42.8% | +45.2% |
| YTD | +32.0% | -22.0% | +54.0% | +40.4% |
| 1Y | +53.7% | -8.8% | +62.5% | +56.1% |
| 3Y | +143.7% | -21.5% | +165.2% | +151.7% |
| 5Y | +463.9% | -41.0% | +504.9% | +529.4% |
| 10Y | +2,006.3% | +40.9% | +1,965.5% | +1,565.2% |
| All | +2,006.3% | +40.7% | +1,965.6% | +1,565.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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