+1,560.7%
LLY vs MKTX
+5.1%
+1,555.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -7.4% | +0.8% | -8.3% | -7.5% |
| 3M | -1.0% | +41.1% | -42.2% | -5.2% |
| 6M | +12.5% | -9.5% | +22.1% | +13.8% |
| YTD | +5.0% | -8.7% | +13.7% | +5.9% |
| 1Y | +49.8% | -10.0% | +59.7% | +51.2% |
| 3Y | +95.5% | -24.6% | +120.1% | +98.3% |
| 5Y | +390.7% | -60.3% | +451.0% | +446.7% |
| All | +1,560.7% | +5.1% | +1,555.6% | +1,446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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