+1,612.0%
LLY vs IP
+23.2%
+1,588.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.3% |
| 7D | -2.1% | -5.3% | +3.1% | -1.3% |
| 30D | -1.6% | -10.9% | +9.2% | +0.3% |
| 3M | +2.3% | +11.2% | -8.9% | -0.1% |
| 6M | +14.9% | -10.2% | +25.1% | +16.1% |
| YTD | +7.5% | -2.0% | +9.5% | +6.5% |
| 1Y | +55.7% | -19.1% | +74.8% | +59.4% |
| 3Y | +110.6% | +20.9% | +89.8% | +92.6% |
| 5Y | +363.4% | -17.8% | +381.2% | +362.1% |
| All | +1,612.0% | +23.2% | +1,588.8% | +1,311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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