+2,024.1%
LLY vs MET
+206.5%
+1,817.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | +1.6% | +1.8% | -0.1% | +1.2% |
| 30D | +21.5% | +4.8% | +16.7% | +20.0% |
| 3M | +16.4% | +6.2% | +10.2% | +14.5% |
| 6M | +51.5% | +33.8% | +17.7% | +40.2% |
| YTD | +33.9% | +33.3% | +0.6% | +23.7% |
| 1Y | +49.1% | +36.3% | +12.8% | +36.9% |
| 3Y | +144.6% | +84.6% | +60.0% | +105.6% |
| 5Y | +466.3% | +87.7% | +378.7% | +366.7% |
| 10Y | +2,024.1% | +198.0% | +1,826.2% | +1,332.5% |
| All | +2,024.1% | +206.5% | +1,817.7% | +1,332.5% |
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