+2,006.3%
LLY vs DAR
+288.2%
+1,718.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.4% | +3.8% |
| 7D | +0.1% | -2.8% | +2.8% | +0.3% |
| 30D | +19.7% | -12.8% | +32.6% | +21.3% |
| 3M | +19.3% | -11.6% | +30.8% | +20.4% |
| 6M | +49.3% | -16.8% | +66.1% | +51.4% |
| YTD | +32.0% | +45.9% | -13.9% | +25.3% |
| 1Y | +53.7% | +61.5% | -7.8% | +44.0% |
| 3Y | +143.7% | +23.0% | +120.8% | +130.2% |
| 5Y | +463.9% | -35.8% | +499.7% | +469.6% |
| 10Y | +2,006.3% | +280.4% | +1,726.0% | +1,434.1% |
| All | +2,006.3% | +288.2% | +1,718.1% | +1,434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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