+95.6%
LLY vs MO
+95.5%
+0.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -3.1% | -2.0% | -1.1% | -2.9% |
| 30D | -5.1% | -0.3% | -4.8% | -5.1% |
| 3M | -2.1% | -2.9% | +0.9% | -1.5% |
| 6M | +13.8% | +5.8% | +8.1% | +14.0% |
| YTD | +5.1% | +22.0% | -16.9% | +5.3% |
| 1Y | +53.1% | +10.7% | +42.4% | +54.0% |
| 3Y | +95.6% | +94.4% | +1.3% | +85.6% |
| All | +95.6% | +95.5% | +0.2% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling