+1,123.4%
LLY vs DOW
-5.2%
+1,128.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | +4.6% | +3.7% | +0.9% | +4.0% |
| 30D | +22.4% | +16.3% | +6.1% | +19.8% |
| 3M | +17.1% | +9.7% | +7.4% | +15.4% |
| 6M | +44.6% | -14.1% | +58.7% | +47.3% |
| YTD | +33.5% | +46.6% | -13.2% | +23.7% |
| 1Y | +41.1% | +56.8% | -15.7% | +29.2% |
| 3Y | +143.8% | -20.4% | +164.1% | +143.6% |
| 5Y | +473.4% | -27.4% | +500.8% | +475.4% |
| All | +1,123.4% | -5.2% | +1,128.6% | +909.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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