+1,919.9%
LLY vs GS
+475.5%
+1,444.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.5% | -3.2% | -1.3% | -3.8% |
| 30D | +13.9% | -2.4% | +16.3% | +14.4% |
| 3M | +13.8% | -15.7% | +29.5% | +17.6% |
| 6M | +37.6% | -6.8% | +44.4% | +38.0% |
| YTD | +26.6% | -0.1% | +26.7% | +24.3% |
| 1Y | +45.3% | +12.1% | +33.3% | +38.8% |
| 3Y | +132.2% | +185.8% | -53.6% | +76.4% |
| 5Y | +434.7% | +140.1% | +294.6% | +316.5% |
| All | +1,919.9% | +475.5% | +1,444.4% | +1,160.7% |
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