+2,053.0%
LLY vs GD
+165.4%
+1,887.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +4.6% | +1.9% | +2.7% | +3.9% |
| 30D | +22.4% | +9.2% | +13.1% | +18.7% |
| 3M | +17.1% | -7.5% | +24.6% | +20.3% |
| 6M | +44.6% | +5.8% | +38.9% | +41.5% |
| YTD | +33.5% | +9.8% | +23.7% | +28.0% |
| 1Y | +41.1% | +5.8% | +35.3% | +37.2% |
| 3Y | +143.8% | +58.0% | +85.7% | +102.5% |
| 5Y | +473.4% | +100.4% | +372.9% | +331.0% |
| All | +2,053.0% | +165.4% | +1,887.6% | +1,354.7% |
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