+20,705.6%
LLY vs COO
+5,356.1%
+15,349.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -4.5% | +4.7% | -9.2% | -4.8% |
| 30D | +13.9% | +13.9% | 0.0% | +12.9% |
| 3M | +13.8% | -14.9% | +28.7% | +14.9% |
| 6M | +37.6% | +2.0% | +35.6% | +37.2% |
| YTD | +26.6% | -23.9% | +50.5% | +28.7% |
| 1Y | +45.3% | -9.6% | +55.0% | +46.1% |
| 3Y | +132.2% | -25.4% | +157.7% | +135.4% |
| 5Y | +434.7% | -41.2% | +475.8% | +448.2% |
| 10Y | +2,084.3% | +42.1% | +2,042.2% | +2,023.7% |
| All | +20,705.6% | +5,356.1% | +15,349.5% | +17,646.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling