+372.0%
LLY vs COO
-38.8%
+410.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -1.6% | -7.0% | +5.4% | +0.1% |
| 3M | +2.3% | +12.2% | -9.9% | -0.5% |
| 6M | +14.9% | -15.1% | +30.0% | +18.7% |
| YTD | +7.5% | -15.1% | +22.6% | +11.0% |
| 1Y | +55.7% | +2.3% | +53.3% | +54.2% |
| 3Y | +110.6% | -23.7% | +134.3% | +118.8% |
| All | +372.0% | -38.8% | +410.8% | +428.6% |
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