+2,080.1%
LLY vs M
-7.1%
+2,087.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.2% |
| 7D | +6.7% | +7.0% | -0.3% | +6.3% |
| 30D | +19.6% | +8.9% | +10.7% | +19.0% |
| 3M | +19.7% | +4.5% | +15.2% | +19.4% |
| 6M | +42.7% | +36.2% | +6.5% | +40.1% |
| YTD | +35.1% | +15.1% | +20.0% | +33.6% |
| 1Y | +42.2% | +27.4% | +14.7% | +39.8% |
| 3Y | +140.8% | +160.1% | -19.4% | +126.2% |
| 5Y | +480.6% | -1.6% | +482.1% | +462.9% |
| All | +2,080.1% | -7.1% | +2,087.2% | +1,798.6% |
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