+1,545.2%
LLY vs DIA
+246.5%
+1,298.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.1% | -2.1% | -3.0% | -3.8% |
| 3M | -2.1% | +4.2% | -6.2% | -4.8% |
| 6M | +13.8% | +11.9% | +2.0% | +5.7% |
| YTD | +5.1% | +10.8% | -5.7% | -1.9% |
| 1Y | +53.1% | +17.5% | +35.6% | +37.4% |
| 3Y | +95.6% | +59.9% | +35.7% | +43.4% |
| 5Y | +361.5% | +64.1% | +297.4% | +230.2% |
| 10Y | +1,545.2% | +246.2% | +1,299.0% | +568.2% |
| All | +1,545.2% | +246.5% | +1,298.7% | +568.2% |
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