+1,011.0%
LLY vs DT
+97.2%
+913.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.9% |
| 7D | -3.1% | -4.9% | +1.8% | -2.6% |
| 30D | -5.1% | +2.7% | -7.8% | -5.4% |
| 3M | -2.1% | +20.0% | -22.0% | -4.0% |
| 6M | +13.8% | +28.0% | -14.2% | +10.4% |
| YTD | +5.1% | +16.0% | -10.9% | +2.9% |
| 1Y | +53.1% | +0.7% | +52.4% | +51.9% |
| 3Y | +95.6% | +6.2% | +89.4% | +91.9% |
| 5Y | +361.5% | -28.1% | +389.6% | +362.4% |
| All | +1,011.0% | +97.2% | +913.8% | +826.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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