+2,006.3%
LLY vs DD
+105.4%
+1,901.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.9% | -1.6% | +3.0% |
| 7D | +0.1% | +9.8% | -9.7% | -2.0% |
| 30D | +19.7% | +19.3% | +0.4% | +15.1% |
| 3M | +19.3% | +9.4% | +9.9% | +16.7% |
| 6M | +49.3% | +4.8% | +44.5% | +47.1% |
| YTD | +32.0% | +30.2% | +1.8% | +23.5% |
| 1Y | +53.7% | +32.2% | +21.5% | +43.2% |
| 3Y | +143.7% | +93.1% | +50.7% | +105.5% |
| 5Y | +463.9% | +68.0% | +395.9% | +382.0% |
| 10Y | +2,006.3% | +98.5% | +1,907.9% | +1,478.1% |
| All | +2,006.3% | +105.4% | +1,901.0% | +1,478.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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