+2,006.3%
LLY vs COP
+319.0%
+1,687.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | +0.1% | -8.4% | +8.5% | +1.2% |
| 30D | +19.7% | +0.3% | +19.5% | +19.6% |
| 3M | +19.3% | +15.1% | +4.2% | +16.9% |
| 6M | +49.3% | +19.8% | +29.6% | +45.3% |
| YTD | +32.0% | +46.8% | -14.8% | +24.2% |
| 1Y | +53.7% | +59.7% | -6.0% | +42.7% |
| 3Y | +143.7% | +28.7% | +115.1% | +130.7% |
| 5Y | +463.9% | +110.7% | +353.2% | +385.0% |
| 10Y | +2,006.3% | +298.3% | +1,708.1% | +1,497.5% |
| All | +2,006.3% | +319.0% | +1,687.3% | +1,497.5% |
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