+2,042.5%
LLY vs COP
+314.5%
+1,728.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +1.6% | -6.1% | +7.7% | +2.4% |
| 30D | +21.5% | +1.1% | +20.3% | +21.2% |
| 3M | +16.4% | +10.9% | +5.5% | +14.7% |
| 6M | +51.5% | +20.8% | +30.7% | +47.3% |
| YTD | +33.9% | +48.0% | -14.1% | +25.9% |
| 1Y | +49.1% | +58.5% | -9.4% | +38.6% |
| 3Y | +144.6% | +28.1% | +116.5% | +131.7% |
| 5Y | +466.3% | +120.5% | +345.9% | +383.8% |
| All | +2,042.5% | +314.5% | +1,728.0% | +1,514.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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