+2,053.0%
LLY vs GS
+450.3%
+1,602.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | +4.6% | +5.1% | -0.6% | +3.5% |
| 30D | +22.4% | +2.4% | +19.9% | +21.7% |
| 3M | +17.1% | -11.5% | +28.6% | +19.9% |
| 6M | +44.6% | -2.5% | +47.2% | +43.8% |
| YTD | +33.5% | +5.5% | +28.0% | +29.6% |
| 1Y | +41.1% | +11.0% | +30.1% | +35.3% |
| 3Y | +143.8% | +200.1% | -56.3% | +83.1% |
| 5Y | +473.4% | +154.7% | +318.7% | +340.7% |
| All | +2,053.0% | +450.3% | +1,602.7% | +1,253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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