+2,043.2%
LLY vs HWM
+1,473.3%
+569.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -4.5% | +3.4% | -7.9% | -4.9% |
| 30D | +13.9% | -7.5% | +21.4% | +14.8% |
| 3M | +13.8% | -28.9% | +42.6% | +18.2% |
| 6M | +37.6% | -19.6% | +57.2% | +40.5% |
| YTD | +26.6% | +0.6% | +26.0% | +25.6% |
| 1Y | +45.3% | +0.3% | +45.0% | +44.2% |
| 3Y | +132.2% | +326.1% | -193.9% | +90.9% |
| 5Y | +434.7% | +525.2% | -90.5% | +316.8% |
| All | +2,043.2% | +1,473.3% | +569.9% | +1,435.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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