+1,545.2%
LLY vs MAR
+411.9%
+1,133.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.9% |
| 30D | -5.1% | -6.9% | +1.8% | -4.3% |
| 3M | -2.1% | -15.8% | +13.8% | -0.1% |
| 6M | +13.8% | +1.9% | +11.9% | +13.6% |
| YTD | +5.1% | +6.6% | -1.5% | +4.2% |
| 1Y | +53.1% | +23.7% | +29.4% | +49.2% |
| 3Y | +95.6% | +64.6% | +31.0% | +85.0% |
| 5Y | +361.5% | +156.4% | +205.1% | +316.8% |
| 10Y | +1,545.2% | +415.4% | +1,129.8% | +1,222.6% |
| All | +1,545.2% | +411.9% | +1,133.3% | +1,222.6% |
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