+2,006.3%
LLY vs MA
+562.8%
+1,443.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +19.7% | +11.3% | +8.4% | +16.0% |
| 3M | +19.3% | +16.7% | +2.6% | +13.9% |
| 6M | +49.3% | +32.8% | +16.6% | +37.0% |
| YTD | +32.0% | +15.6% | +16.4% | +25.6% |
| 1Y | +53.7% | +19.6% | +34.1% | +44.6% |
| 3Y | +143.7% | +72.1% | +71.7% | +104.8% |
| 5Y | +463.9% | +96.0% | +367.8% | +348.5% |
| 10Y | +2,006.3% | +554.8% | +1,451.6% | +1,005.3% |
| All | +2,006.3% | +562.8% | +1,443.6% | +1,005.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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