+2,043.2%
LLY vs MA
+561.7%
+1,481.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -4.5% | +2.3% | -6.8% | -5.2% |
| 30D | +13.9% | +14.7% | -0.8% | +9.4% |
| 3M | +13.8% | +13.5% | +0.3% | +9.5% |
| 6M | +37.6% | +33.1% | +4.5% | +26.1% |
| YTD | +26.6% | +15.1% | +11.5% | +20.6% |
| 1Y | +45.3% | +18.7% | +26.6% | +37.0% |
| 3Y | +132.2% | +72.1% | +60.1% | +95.1% |
| 5Y | +434.7% | +92.8% | +341.9% | +327.3% |
| All | +2,043.2% | +561.7% | +1,481.5% | +1,022.8% |
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