+862.6%
LLY vs DOW
-15.2%
+877.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -3.2% | -2.4% | -0.8% | -2.8% |
| 30D | -7.4% | -4.1% | -3.4% | -7.0% |
| 3M | -1.0% | -12.4% | +11.4% | +0.6% |
| 6M | +12.5% | -10.6% | +23.1% | +13.1% |
| YTD | +5.0% | +31.1% | -26.1% | -1.0% |
| 1Y | +49.8% | +30.5% | +19.2% | +40.6% |
| 3Y | +95.5% | -34.4% | +129.9% | +101.3% |
| 5Y | +390.7% | -35.5% | +426.2% | +400.5% |
| All | +862.6% | -15.2% | +877.8% | +707.6% |
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