+2,043.2%
LLY vs GD
+190.6%
+1,852.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | -4.5% | -5.0% | +0.5% | -2.7% |
| 30D | +13.9% | +8.9% | +5.0% | +10.6% |
| 3M | +13.8% | -8.0% | +21.8% | +17.2% |
| 6M | +37.6% | +2.9% | +34.7% | +35.9% |
| YTD | +26.6% | +7.1% | +19.5% | +22.5% |
| 1Y | +45.3% | +5.9% | +39.4% | +41.1% |
| 3Y | +132.2% | +53.9% | +78.4% | +94.4% |
| 5Y | +434.7% | +95.4% | +339.3% | +304.1% |
| All | +2,043.2% | +190.6% | +1,852.6% | +1,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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