+2,080.1%
LLY vs DELL
+2,653.9%
-573.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.2% | +8.4% | +1.9% |
| 7D | +6.7% | +4.9% | +1.9% | +6.1% |
| 30D | +19.6% | -32.1% | +51.6% | +23.4% |
| 3M | +19.7% | -30.2% | +49.9% | +22.4% |
| 6M | +42.7% | +41.7% | +1.0% | +30.8% |
| YTD | +35.1% | +176.6% | -141.5% | +11.3% |
| 1Y | +42.2% | +159.9% | -117.8% | +17.8% |
| 3Y | +140.8% | +388.0% | -247.2% | +71.4% |
| 5Y | +480.6% | +578.2% | -97.6% | +283.9% |
| All | +2,080.1% | +2,653.9% | -573.8% | +776.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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