+1,545.2%
LLY vs GE
+151.9%
+1,393.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.1% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | -5.1% | -9.5% | +4.4% | -3.6% |
| 3M | -2.1% | +4.1% | -6.2% | -3.0% |
| 6M | +13.8% | +3.9% | +9.9% | +12.5% |
| YTD | +5.1% | +9.0% | -3.9% | +2.8% |
| 1Y | +53.1% | +21.9% | +31.2% | +46.7% |
| 3Y | +95.6% | +281.8% | -186.2% | +54.7% |
| 5Y | +361.5% | +436.7% | -75.2% | +241.6% |
| 10Y | +1,545.2% | +151.5% | +1,393.6% | +1,183.4% |
| All | +1,545.2% | +151.9% | +1,393.3% | +1,183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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