+2,024.1%
LLY vs MA
+554.9%
+1,469.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.3% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | +21.5% | +11.8% | +9.6% | +17.5% |
| 3M | +16.4% | +17.2% | -0.7% | +11.1% |
| 6M | +51.5% | +33.4% | +18.1% | +38.7% |
| YTD | +33.9% | +16.1% | +17.8% | +27.2% |
| 1Y | +49.1% | +19.9% | +29.2% | +40.2% |
| 3Y | +144.6% | +70.1% | +74.5% | +106.2% |
| 5Y | +466.3% | +89.6% | +376.7% | +355.0% |
| 10Y | +2,024.1% | +568.4% | +1,455.7% | +995.4% |
| All | +2,024.1% | +554.9% | +1,469.3% | +995.4% |
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