+2,006.3%
LLY vs DG
+128.5%
+1,877.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.9% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +19.7% | +7.4% | +12.3% | +18.4% |
| 3M | +19.3% | +8.5% | +10.7% | +17.6% |
| 6M | +49.3% | +21.9% | +27.5% | +44.4% |
| YTD | +32.0% | +4.9% | +27.1% | +30.5% |
| 1Y | +53.7% | +40.4% | +13.3% | +45.3% |
| 3Y | +143.7% | +23.5% | +120.3% | +126.2% |
| 5Y | +463.9% | -32.3% | +496.2% | +496.8% |
| 10Y | +2,006.3% | +119.3% | +1,887.0% | +1,651.3% |
| All | +2,006.3% | +128.5% | +1,877.9% | +1,651.3% |
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