+1,545.2%
LLY vs MET
+247.1%
+1,298.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.6% |
| 7D | -3.1% | +1.1% | -4.3% | -3.4% |
| 30D | -5.1% | -2.3% | -2.8% | -4.5% |
| 3M | -2.1% | +13.9% | -15.9% | -5.4% |
| 6M | +13.8% | +34.8% | -21.0% | +5.1% |
| YTD | +5.1% | +23.5% | -18.5% | -1.1% |
| 1Y | +53.1% | +23.4% | +29.7% | +44.0% |
| 3Y | +95.6% | +64.9% | +30.8% | +68.8% |
| 5Y | +361.5% | +82.0% | +279.5% | +281.3% |
| 10Y | +1,545.2% | +244.4% | +1,300.8% | +893.7% |
| All | +1,545.2% | +247.1% | +1,298.1% | +893.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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