+1,549.9%
LLY vs DTE
+137.8%
+1,412.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -2.9% | -2.6% | -0.4% | -2.2% |
| 30D | -8.4% | -4.4% | -4.0% | -7.3% |
| 3M | -3.8% | -8.3% | +4.6% | -1.4% |
| 6M | +11.9% | -8.1% | +20.0% | +14.6% |
| YTD | +4.3% | +4.4% | -0.1% | +2.7% |
| 1Y | +48.5% | +0.2% | +48.3% | +47.8% |
| 3Y | +91.2% | +42.6% | +48.6% | +69.0% |
| 5Y | +387.5% | +31.5% | +356.0% | +341.1% |
| All | +1,549.9% | +137.8% | +1,412.1% | +1,185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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