+2,024.1%
LLY vs M
-3.0%
+2,027.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +1.6% | +5.0% | -3.4% | +1.3% |
| 30D | +21.5% | +10.6% | +10.8% | +20.8% |
| 3M | +16.4% | +1.6% | +14.8% | +16.2% |
| 6M | +51.5% | +30.8% | +20.6% | +49.0% |
| YTD | +33.9% | +16.9% | +17.0% | +32.3% |
| 1Y | +49.1% | +26.3% | +22.8% | +46.7% |
| 3Y | +144.6% | +158.6% | -14.0% | +129.9% |
| 5Y | +466.3% | +2.1% | +464.2% | +448.1% |
| 10Y | +2,024.1% | -4.3% | +2,028.5% | +1,751.1% |
| All | +2,024.1% | -3.0% | +2,027.2% | +1,751.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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