+2,049.9%
LLY vs JBL
+1,199.1%
+850.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +21.5% | -17.0% | +38.6% | +23.9% |
| 3M | +18.5% | -27.4% | +45.8% | +22.4% |
| 6M | +49.1% | -29.1% | +78.2% | +53.7% |
| YTD | +34.4% | +13.6% | +20.8% | +28.4% |
| 1Y | +46.3% | +22.8% | +23.5% | +37.9% |
| 3Y | +145.5% | +103.0% | +42.5% | +107.9% |
| 5Y | +472.7% | +307.4% | +165.3% | +319.7% |
| 10Y | +2,049.9% | +1,173.9% | +876.0% | +1,115.0% |
| All | +2,049.9% | +1,199.1% | +850.8% | +1,115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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