+2,080.1%
LLY vs DUK
+160.3%
+1,919.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.7% |
| 7D | +6.7% | +1.9% | +4.8% | +5.9% |
| 30D | +19.6% | +8.9% | +10.7% | +15.6% |
| 3M | +19.7% | +5.6% | +14.2% | +17.1% |
| 6M | +42.7% | +7.0% | +35.8% | +38.7% |
| YTD | +35.1% | +14.0% | +21.1% | +27.7% |
| 1Y | +42.2% | +9.1% | +33.1% | +36.7% |
| 3Y | +140.8% | +67.6% | +73.2% | +88.8% |
| 5Y | +480.6% | +56.6% | +424.0% | +365.9% |
| All | +2,080.1% | +160.3% | +1,919.8% | +1,293.1% |
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