+2,024.1%
LLY vs IT
+88.3%
+1,935.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +1.6% | -7.5% | +9.1% | +3.0% |
| 30D | +21.5% | -1.2% | +22.6% | +21.4% |
| 3M | +16.4% | -2.2% | +18.6% | +16.2% |
| 6M | +51.5% | +19.1% | +32.4% | +44.5% |
| YTD | +33.9% | -25.1% | +59.0% | +38.7% |
| 1Y | +49.1% | -17.4% | +66.5% | +51.3% |
| 3Y | +144.6% | -54.1% | +198.7% | +175.6% |
| 5Y | +466.3% | -42.7% | +509.0% | +496.1% |
| 10Y | +2,024.1% | +88.1% | +1,936.0% | +1,584.4% |
| All | +2,024.1% | +88.3% | +1,935.9% | +1,584.4% |
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