+2,053.0%
LLY vs MO
+152.5%
+1,900.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +4.6% | +0.4% | +4.1% | +4.4% |
| 30D | +22.4% | +8.9% | +13.5% | +19.5% |
| 3M | +17.1% | +23.0% | -5.8% | +10.5% |
| 6M | +44.6% | +15.0% | +29.7% | +38.8% |
| YTD | +33.5% | +41.7% | -8.2% | +20.8% |
| 1Y | +41.1% | +43.3% | -2.2% | +27.3% |
| 3Y | +143.8% | +143.2% | +0.6% | +82.9% |
| 5Y | +473.4% | +154.7% | +318.6% | +316.6% |
| All | +2,053.0% | +152.5% | +1,900.5% | +1,199.7% |
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