+2,049.9%
LLY vs MA
+574.5%
+1,475.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.4% | -1.8% | +3.1% | +1.9% |
| 30D | +21.5% | +11.0% | +10.5% | +17.8% |
| 3M | +18.5% | +17.9% | +0.6% | +12.8% |
| 6M | +49.1% | +33.2% | +16.0% | +36.6% |
| YTD | +34.4% | +16.5% | +17.9% | +27.5% |
| 1Y | +46.3% | +19.1% | +27.2% | +37.8% |
| 3Y | +145.5% | +70.6% | +74.9% | +106.7% |
| 5Y | +472.7% | +92.1% | +380.6% | +358.3% |
| 10Y | +2,049.9% | +569.6% | +1,480.4% | +1,008.5% |
| All | +2,049.9% | +574.5% | +1,475.5% | +1,008.5% |
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