+2,006.3%
LLY vs DRI
+370.8%
+1,635.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.1% |
| 7D | +0.1% | +3.1% | -3.0% | -0.3% |
| 30D | +19.7% | +16.2% | +3.5% | +17.7% |
| 3M | +19.3% | +8.4% | +10.9% | +18.1% |
| 6M | +49.3% | +19.0% | +30.3% | +46.2% |
| YTD | +32.0% | +28.8% | +3.2% | +28.0% |
| 1Y | +53.7% | +33.1% | +20.6% | +48.4% |
| 3Y | +143.7% | +70.8% | +73.0% | +128.7% |
| 5Y | +463.9% | +74.2% | +389.7% | +423.6% |
| 10Y | +2,006.3% | +345.5% | +1,660.8% | +1,867.8% |
| All | +2,006.3% | +370.8% | +1,635.6% | +1,867.8% |
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