+1,545.2%
LLY vs JPM
+583.9%
+961.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -5.1% | -1.1% | -4.0% | -4.8% |
| 3M | -2.1% | +14.1% | -16.2% | -5.4% |
| 6M | +13.8% | +23.3% | -9.5% | +7.8% |
| YTD | +5.1% | +11.3% | -6.2% | +1.8% |
| 1Y | +53.1% | +23.0% | +30.1% | +44.4% |
| 3Y | +95.6% | +162.6% | -66.9% | +51.2% |
| 5Y | +361.5% | +152.8% | +208.7% | +254.3% |
| 10Y | +1,545.2% | +583.6% | +961.5% | +728.0% |
| All | +1,545.2% | +583.9% | +961.2% | +728.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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