+2,049.9%
LLY vs M
-5.1%
+2,055.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.5% |
| 30D | +21.5% | +8.1% | +13.4% | +21.0% |
| 3M | +18.5% | +2.2% | +16.2% | +18.2% |
| 6M | +49.1% | +35.1% | +14.0% | +46.4% |
| YTD | +34.4% | +15.8% | +18.6% | +32.8% |
| 1Y | +46.3% | +25.8% | +20.5% | +44.0% |
| 3Y | +145.5% | +156.2% | -10.8% | +130.8% |
| 5Y | +472.7% | -2.4% | +475.0% | +455.4% |
| 10Y | +2,049.9% | -7.1% | +2,057.1% | +1,768.3% |
| All | +2,049.9% | -5.1% | +2,055.1% | +1,768.3% |
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