+2,006.3%
LLY vs IBM
+152.9%
+1,853.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +0.1% | -2.5% | +2.6% | +0.7% |
| 30D | +19.7% | +8.4% | +11.4% | +17.4% |
| 3M | +19.3% | +4.5% | +14.8% | +17.7% |
| 6M | +49.3% | +7.9% | +41.5% | +42.1% |
| YTD | +32.0% | -15.2% | +47.2% | +33.4% |
| 1Y | +53.7% | -17.6% | +71.3% | +56.6% |
| 3Y | +143.7% | +82.1% | +61.7% | +86.0% |
| 5Y | +463.9% | +143.3% | +320.6% | +282.5% |
| 10Y | +2,006.3% | +149.9% | +1,856.4% | +1,182.8% |
| All | +2,006.3% | +152.9% | +1,853.4% | +1,182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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