+1,545.2%
LLY vs DG
+105.6%
+1,439.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.6% |
| 7D | -3.1% | -2.5% | -0.7% | -2.8% |
| 30D | -5.1% | +1.0% | -6.1% | -5.3% |
| 3M | -2.1% | +20.3% | -22.4% | -4.9% |
| 6M | +13.8% | -11.7% | +25.6% | +15.5% |
| YTD | +5.1% | -2.3% | +7.4% | +5.1% |
| 1Y | +53.1% | +20.0% | +33.1% | +48.0% |
| 3Y | +95.6% | +7.2% | +88.4% | +86.4% |
| 5Y | +361.5% | -37.9% | +399.4% | +396.6% |
| 10Y | +1,545.2% | +107.3% | +1,437.9% | +1,241.6% |
| All | +1,545.2% | +105.6% | +1,439.5% | +1,241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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