+1,545.2%
LLY vs IT
+89.8%
+1,455.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | -0.9% |
| 7D | -3.1% | -9.1% | +6.0% | -1.6% |
| 30D | -5.1% | -7.0% | +1.9% | -4.0% |
| 3M | -2.1% | +7.6% | -9.7% | -4.2% |
| 6M | +13.8% | +2.1% | +11.7% | +11.7% |
| YTD | +5.1% | -31.6% | +36.7% | +11.0% |
| 1Y | +53.1% | -29.9% | +83.0% | +59.9% |
| 3Y | +95.6% | -51.3% | +146.9% | +117.0% |
| 5Y | +361.5% | -44.8% | +406.3% | +389.1% |
| 10Y | +1,545.2% | +91.4% | +1,453.8% | +1,250.6% |
| All | +1,545.2% | +89.8% | +1,455.3% | +1,250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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