+1,610.3%
LLY vs DRI
+363.5%
+1,246.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -1.6% | +3.8% | -5.5% | -2.1% |
| 3M | +2.3% | +13.0% | -10.7% | +0.8% |
| 6M | +14.9% | +8.3% | +6.6% | +13.7% |
| YTD | +7.5% | +20.6% | -13.2% | +5.0% |
| 1Y | +55.7% | +6.5% | +49.2% | +54.0% |
| 3Y | +110.6% | +53.7% | +56.9% | +99.7% |
| 5Y | +363.4% | +72.7% | +290.7% | +330.6% |
| All | +1,610.3% | +363.5% | +1,246.7% | +1,344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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