+1,310.9%
LLY vs DT
+76.1%
+1,234.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +4.6% | +2.7% | +1.8% | +4.3% |
| 30D | +22.4% | -30.4% | +52.7% | +26.4% |
| 3M | +17.1% | -9.4% | +26.5% | +17.7% |
| 6M | +44.6% | +14.5% | +30.1% | +41.6% |
| YTD | +33.5% | +3.6% | +29.9% | +31.6% |
| 1Y | +41.1% | -3.4% | +44.6% | +40.1% |
| 3Y | +143.8% | -11.1% | +154.9% | +142.5% |
| 5Y | +473.4% | -39.5% | +512.8% | +483.6% |
| All | +1,310.9% | +76.1% | +1,234.8% | +1,084.6% |
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