+2,024.1%
LLY vs HIG
+268.7%
+1,755.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.1% |
| 7D | +1.6% | +2.1% | -0.5% | +1.3% |
| 30D | +21.5% | +6.7% | +14.7% | +20.1% |
| 3M | +16.4% | -1.9% | +18.4% | +16.8% |
| 6M | +51.5% | +5.3% | +46.2% | +50.0% |
| YTD | +33.9% | +1.3% | +32.6% | +33.4% |
| 1Y | +49.1% | +7.2% | +41.9% | +47.1% |
| 3Y | +144.6% | +96.6% | +48.0% | +119.3% |
| 5Y | +466.3% | +110.0% | +356.3% | +399.1% |
| 10Y | +2,024.1% | +268.4% | +1,755.8% | +1,817.0% |
| All | +2,024.1% | +268.7% | +1,755.5% | +1,817.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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