+2,006.3%
LLY vs DIA
+248.4%
+1,757.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +2.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.4% |
| 30D | +19.7% | +1.4% | +18.3% | +18.7% |
| 3M | +19.3% | -2.7% | +21.9% | +21.4% |
| 6M | +49.3% | +6.2% | +43.1% | +43.3% |
| YTD | +32.0% | +10.1% | +21.9% | +23.7% |
| 1Y | +53.7% | +13.0% | +40.7% | +41.7% |
| 3Y | +143.7% | +61.9% | +81.9% | +77.5% |
| 5Y | +463.9% | +57.1% | +406.8% | +316.1% |
| 10Y | +2,006.3% | +240.9% | +1,765.5% | +943.1% |
| All | +2,006.3% | +248.4% | +1,757.9% | +943.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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