+2,006.3%
LLY vs MAR
+540.7%
+1,465.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +19.7% | +14.0% | +5.7% | +17.9% |
| 3M | +19.3% | +18.1% | +1.1% | +16.9% |
| 6M | +49.3% | +18.6% | +30.8% | +46.2% |
| YTD | +32.0% | +35.3% | -3.2% | +27.2% |
| 1Y | +53.7% | +44.5% | +9.2% | +47.0% |
| 3Y | +143.7% | +120.7% | +23.0% | +123.2% |
| 5Y | +463.9% | +164.1% | +299.8% | +405.2% |
| 10Y | +2,006.3% | +515.5% | +1,490.9% | +1,772.4% |
| All | +2,006.3% | +540.7% | +1,465.6% | +1,772.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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