+473.4%
LLY vs COO
-39.4%
+512.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +4.6% | -2.1% | +6.7% | +5.1% |
| 30D | +22.4% | +13.9% | +8.4% | +18.9% |
| 3M | +17.1% | -18.9% | +36.1% | +22.4% |
| 6M | +44.6% | +3.7% | +40.9% | +42.6% |
| YTD | +33.5% | -24.1% | +57.6% | +40.7% |
| 1Y | +41.1% | -14.2% | +55.3% | +44.9% |
| 3Y | +143.8% | -24.5% | +168.2% | +153.3% |
| 5Y | +473.4% | -40.4% | +513.8% | +521.6% |
| All | +473.4% | -39.4% | +512.8% | +521.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling