+2,024.1%
LLY vs HWM
+1,599.0%
+425.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +1.8% |
| 30D | +21.5% | -2.7% | +24.1% | +21.7% |
| 3M | +16.4% | -22.7% | +39.2% | +19.7% |
| 6M | +51.5% | -18.9% | +70.4% | +54.6% |
| YTD | +33.9% | +7.1% | +26.8% | +31.8% |
| 1Y | +49.1% | +4.7% | +44.4% | +47.1% |
| 3Y | +144.6% | +345.6% | -201.0% | +100.1% |
| 5Y | +466.3% | +588.3% | -121.9% | +336.7% |
| 10Y | +2,024.1% | +1,516.2% | +508.0% | +1,405.2% |
| All | +2,024.1% | +1,599.0% | +425.1% | +1,405.2% |
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