+2,053.0%
LLY vs MET
+195.0%
+1,858.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +4.6% | +2.1% | +2.5% | +4.0% |
| 30D | +22.4% | +1.8% | +20.5% | +21.8% |
| 3M | +17.1% | +6.0% | +11.1% | +15.3% |
| 6M | +44.6% | +31.1% | +13.5% | +34.6% |
| YTD | +33.5% | +32.6% | +0.9% | +23.4% |
| 1Y | +41.1% | +30.5% | +10.7% | +31.0% |
| 3Y | +143.8% | +83.6% | +60.2% | +105.1% |
| 5Y | +473.4% | +84.2% | +389.2% | +374.9% |
| All | +2,053.0% | +195.0% | +1,858.0% | +1,345.5% |
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