+1,560.7%
LLY vs MO
+114.1%
+1,446.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -3.2% | -1.0% | -2.1% | -2.9% |
| 30D | -7.4% | +5.8% | -13.2% | -8.9% |
| 3M | -1.0% | -4.5% | +3.5% | 0.0% |
| 6M | +12.5% | +5.7% | +6.8% | +10.6% |
| YTD | +5.0% | +23.1% | -18.1% | -1.0% |
| 1Y | +49.8% | +10.9% | +38.8% | +44.8% |
| 3Y | +95.5% | +96.1% | -0.7% | +57.2% |
| 5Y | +390.7% | +100.1% | +290.6% | +286.2% |
| All | +1,560.7% | +114.1% | +1,446.6% | +1,110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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