+2,024.1%
LLY vs LSCC
+1,333.6%
+690.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.8% | +1.6% |
| 7D | +1.6% | +5.0% | -3.4% | +1.2% |
| 30D | +21.5% | -11.7% | +33.2% | +22.3% |
| 3M | +16.4% | -13.3% | +29.7% | +17.1% |
| 6M | +51.5% | -12.5% | +64.0% | +51.0% |
| YTD | +33.9% | +51.2% | -17.3% | +25.7% |
| 1Y | +49.1% | +65.9% | -16.8% | +38.5% |
| 3Y | +144.6% | +95.3% | +49.3% | +116.4% |
| 5Y | +466.3% | +38.6% | +427.7% | +400.2% |
| 10Y | +2,024.1% | +1,352.3% | +671.8% | +1,304.4% |
| All | +2,024.1% | +1,333.6% | +690.5% | +1,304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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