+46.9%
LLY vs GEV
+730.5%
-683.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -3.1% | +3.2% | -6.2% | -3.3% |
| 30D | -8.6% | -4.0% | -4.6% | -8.5% |
| 3M | -1.6% | +3.4% | -5.1% | -2.8% |
| 6M | +11.8% | +14.7% | -2.9% | +9.2% |
| YTD | +5.1% | +45.8% | -40.7% | -0.1% |
| 1Y | +50.7% | +57.4% | -6.7% | +41.2% |
| All | +46.9% | +730.5% | -683.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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