+2,080.1%
LLY vs HWM
+1,487.1%
+593.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +6.7% | +7.3% | -0.6% | +5.8% |
| 30D | +19.6% | +1.6% | +18.0% | +19.1% |
| 3M | +19.7% | -21.9% | +41.6% | +22.9% |
| 6M | +42.7% | -19.0% | +61.8% | +45.7% |
| YTD | +35.1% | +7.9% | +27.2% | +32.9% |
| 1Y | +42.2% | +9.9% | +32.2% | +39.5% |
| 3Y | +140.8% | +342.1% | -201.3% | +97.0% |
| 5Y | +480.6% | +600.8% | -120.2% | +346.5% |
| All | +2,080.1% | +1,487.1% | +593.0% | +1,449.2% |
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