+167.1%
LLY vs KVUE
-20.4%
+187.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -5.1% | +2.2% | -2.3% |
| 30D | -8.4% | -6.3% | -2.1% | -7.7% |
| 3M | -3.8% | -0.5% | -3.3% | -3.6% |
| 6M | +11.9% | +3.1% | +8.9% | +11.6% |
| YTD | +4.3% | +6.7% | -2.4% | +3.7% |
| 1Y | +48.5% | -1.1% | +49.6% | +48.1% |
| 3Y | +91.2% | -8.7% | +100.0% | +91.9% |
| All | +167.1% | -20.4% | +187.5% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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