+2,043.2%
LLY vs DRI
+367.2%
+1,676.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -4.5% | +2.8% | -7.3% | -4.8% |
| 30D | +13.9% | +13.3% | +0.7% | +12.3% |
| 3M | +13.8% | +8.2% | +5.6% | +12.6% |
| 6M | +37.6% | +17.5% | +20.1% | +34.9% |
| YTD | +26.6% | +26.9% | -0.3% | +22.9% |
| 1Y | +45.3% | +31.6% | +13.8% | +40.4% |
| 3Y | +132.2% | +67.0% | +65.3% | +118.1% |
| 5Y | +434.7% | +72.9% | +361.8% | +396.4% |
| All | +2,043.2% | +367.2% | +1,676.1% | +1,720.0% |
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