+2,080.1%
LLY vs GS
+452.1%
+1,628.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +5.9% | +0.9% | +5.5% |
| 30D | +19.6% | +4.3% | +15.3% | +18.5% |
| 3M | +19.7% | -11.7% | +31.4% | +22.6% |
| 6M | +42.7% | -3.2% | +45.9% | +42.1% |
| YTD | +35.1% | +5.8% | +29.3% | +31.2% |
| 1Y | +42.2% | +16.0% | +26.2% | +34.9% |
| 3Y | +140.8% | +199.8% | -59.0% | +80.9% |
| 5Y | +480.6% | +155.5% | +325.1% | +346.0% |
| All | +2,080.1% | +452.1% | +1,628.0% | +1,269.6% |
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