+2,043.2%
LLY vs IP
+26.3%
+2,016.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.5% | -5.1% | +0.6% | -3.6% |
| 30D | +13.9% | +8.5% | +5.4% | +12.3% |
| 3M | +13.8% | -13.8% | +27.6% | +16.5% |
| 6M | +37.6% | +5.7% | +31.9% | +35.3% |
| YTD | +26.6% | -9.1% | +35.7% | +27.0% |
| 1Y | +45.3% | -0.8% | +46.2% | +43.3% |
| 3Y | +132.2% | +14.8% | +117.4% | +114.0% |
| 5Y | +434.7% | -11.5% | +446.2% | +419.1% |
| All | +2,043.2% | +26.3% | +2,016.9% | +1,481.7% |
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