+86.6%
LLY vs GEV
+615.2%
-528.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +4.6% | +6.2% | -1.6% | +4.2% |
| 30D | +22.4% | -18.4% | +40.8% | +23.5% |
| 3M | +17.1% | -21.2% | +38.4% | +18.4% |
| 6M | +44.6% | -23.6% | +68.2% | +45.9% |
| YTD | +33.5% | +25.5% | +7.9% | +27.4% |
| 1Y | +41.1% | +42.6% | -1.5% | +32.4% |
| All | +86.6% | +615.2% | -528.6% | +42.6% |
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