+1,320.8%
LLY vs DT
+73.5%
+1,247.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.4% | -5.4% | +6.8% | +1.9% |
| 30D | +21.5% | -32.2% | +53.7% | +25.9% |
| 3M | +18.5% | -10.9% | +29.4% | +19.3% |
| 6M | +49.1% | +10.0% | +39.1% | +46.6% |
| YTD | +34.4% | +2.1% | +32.3% | +32.7% |
| 1Y | +46.3% | -5.5% | +51.8% | +45.6% |
| 3Y | +145.5% | -12.4% | +157.9% | +144.6% |
| 5Y | +472.7% | -39.7% | +512.4% | +483.0% |
| All | +1,320.8% | +73.5% | +1,247.3% | +1,094.7% |
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