+1,560.7%
LLY vs DUK
+129.3%
+1,431.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -3.2% | -1.7% | -1.5% | -2.5% |
| 30D | -7.4% | -2.2% | -5.2% | -6.7% |
| 3M | -1.0% | -3.7% | +2.7% | +0.3% |
| 6M | +12.5% | -6.3% | +18.8% | +15.2% |
| YTD | +5.0% | +4.5% | +0.5% | +2.8% |
| 1Y | +49.8% | +1.8% | +47.9% | +47.9% |
| 3Y | +95.5% | +46.8% | +48.7% | +62.5% |
| 5Y | +390.7% | +40.2% | +350.4% | +313.5% |
| All | +1,560.7% | +129.3% | +1,431.3% | +1,059.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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