+1,137.3%
LLY vs DOW
-5.5%
+1,142.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +6.6% | +5.2% | +1.4% | +5.8% |
| 30D | +19.4% | +13.2% | +6.2% | +17.3% |
| 3M | +19.6% | +10.1% | +9.5% | +17.7% |
| 6M | +42.6% | -13.1% | +55.6% | +44.9% |
| YTD | +35.0% | +46.1% | -11.2% | +25.2% |
| 1Y | +42.0% | +50.0% | -8.0% | +31.0% |
| 3Y | +140.5% | -20.2% | +160.7% | +140.2% |
| 5Y | +479.9% | -27.7% | +507.6% | +482.2% |
| All | +1,137.3% | -5.5% | +1,142.8% | +921.3% |
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