+2,080.1%
LLY vs HD
+241.0%
+1,839.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | +1.5% | +5.2% | +6.2% |
| 30D | +19.6% | +18.0% | +1.6% | +12.8% |
| 3M | +19.7% | +2.8% | +16.9% | +18.4% |
| 6M | +42.7% | +17.0% | +25.8% | +34.5% |
| YTD | +35.1% | +3.5% | +31.6% | +32.6% |
| 1Y | +42.2% | -2.6% | +44.8% | +42.3% |
| 3Y | +140.8% | +30.7% | +110.1% | +115.1% |
| 5Y | +480.6% | +6.2% | +474.4% | +447.5% |
| All | +2,080.1% | +241.0% | +1,839.1% | +1,390.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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