+2,043.2%
LLY vs COP
+324.3%
+1,718.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -4.5% | -11.5% | +7.0% | -3.0% |
| 30D | +13.9% | +5.0% | +9.0% | +13.1% |
| 3M | +13.8% | +17.5% | -3.7% | +11.2% |
| 6M | +37.6% | +16.2% | +21.4% | +34.4% |
| YTD | +26.6% | +48.8% | -22.2% | +18.9% |
| 1Y | +45.3% | +64.1% | -18.8% | +34.3% |
| 3Y | +132.2% | +25.7% | +106.6% | +120.5% |
| 5Y | +434.7% | +114.4% | +320.3% | +358.1% |
| All | +2,043.2% | +324.3% | +1,718.9% | +1,489.4% |
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