+17,561.1%
LLY vs D
+2,347.4%
+15,213.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.1% | +1.5% | -3.6% | -2.7% |
| 30D | -1.6% | -2.6% | +1.0% | -0.8% |
| 3M | +2.3% | 0.0% | +2.3% | +2.1% |
| 6M | +14.9% | +7.4% | +7.5% | +11.4% |
| YTD | +7.5% | +15.9% | -8.4% | +1.1% |
| 1Y | +55.7% | +18.1% | +37.6% | +45.1% |
| 3Y | +110.6% | +58.4% | +52.2% | +71.3% |
| 5Y | +363.4% | +5.2% | +358.2% | +336.9% |
| 10Y | +1,649.0% | +35.9% | +1,613.1% | +1,345.7% |
| All | +17,561.1% | +2,347.4% | +15,213.7% | +4,048.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling