+2,006.3%
LLY vs DLR
+174.9%
+1,831.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +3.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.5% |
| 30D | +19.7% | +0.7% | +19.0% | +19.4% |
| 3M | +19.3% | -6.4% | +25.7% | +20.9% |
| 6M | +49.3% | -6.5% | +55.9% | +50.8% |
| YTD | +32.0% | +18.8% | +13.2% | +24.9% |
| 1Y | +53.7% | +9.0% | +44.7% | +48.6% |
| 3Y | +143.7% | +54.5% | +89.3% | +111.0% |
| 5Y | +463.9% | +35.8% | +428.1% | +401.5% |
| 10Y | +2,006.3% | +177.5% | +1,828.9% | +1,401.3% |
| All | +2,006.3% | +174.9% | +1,831.4% | +1,401.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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