+1,545.2%
LLY vs COP
+338.9%
+1,206.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -5.1% | +15.6% | -20.7% | -6.9% |
| 3M | -2.1% | +14.3% | -16.4% | -3.9% |
| 6M | +13.8% | +17.0% | -3.1% | +11.0% |
| YTD | +5.1% | +47.4% | -42.4% | -1.0% |
| 1Y | +53.1% | +52.4% | +0.7% | +43.3% |
| 3Y | +95.6% | +20.8% | +74.8% | +87.1% |
| 5Y | +361.5% | +191.7% | +169.8% | +276.5% |
| 10Y | +1,545.2% | +325.1% | +1,220.1% | +1,136.0% |
| All | +1,545.2% | +338.9% | +1,206.3% | +1,136.0% |
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