+21,831.6%
LLY vs COP
+4,737.5%
+17,094.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | +4.6% | +3.4% | +1.2% | +3.9% |
| 30D | +22.4% | -0.6% | +23.0% | +22.4% |
| 3M | +17.1% | +10.8% | +6.4% | +14.5% |
| 6M | +44.6% | +19.6% | +25.0% | +39.0% |
| YTD | +33.5% | +52.9% | -19.5% | +21.4% |
| 1Y | +41.1% | +62.2% | -21.1% | +26.7% |
| 3Y | +143.8% | +32.4% | +111.4% | +124.3% |
| 5Y | +473.4% | +129.7% | +343.6% | +357.9% |
| 10Y | +2,035.0% | +331.8% | +1,703.2% | +1,266.4% |
| All | +21,831.6% | +4,737.5% | +17,094.1% | +8,363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling