+2,077.5%
LLY vs DIA
+235.1%
+1,842.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +6.6% | +2.1% | +4.5% | +5.2% |
| 30D | +19.4% | +1.5% | +17.9% | +18.3% |
| 3M | +19.6% | -2.4% | +22.0% | +21.5% |
| 6M | +42.6% | +6.0% | +36.6% | +37.0% |
| YTD | +35.0% | +10.1% | +24.9% | +26.5% |
| 1Y | +42.0% | +11.8% | +30.2% | +31.8% |
| 3Y | +140.5% | +59.7% | +80.8% | +76.6% |
| 5Y | +479.9% | +57.9% | +422.0% | +326.5% |
| All | +2,077.5% | +235.1% | +1,842.4% | +984.3% |
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