+22,107.8%
LLY vs MO
+17,768.2%
+4,339.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +1.0% |
| 7D | +6.7% | +3.3% | +3.4% | +5.7% |
| 30D | +19.6% | +7.5% | +12.0% | +17.2% |
| 3M | +19.7% | +22.8% | -3.1% | +12.8% |
| 6M | +42.7% | +13.4% | +29.4% | +37.4% |
| YTD | +35.1% | +43.0% | -7.9% | +21.4% |
| 1Y | +42.2% | +45.2% | -3.0% | +27.2% |
| 3Y | +140.8% | +145.5% | -4.8% | +81.8% |
| 5Y | +480.6% | +157.1% | +323.5% | +327.5% |
| 10Y | +2,061.9% | +153.3% | +1,908.5% | +1,447.1% |
| All | +22,107.8% | +17,768.2% | +4,339.6% | +3,961.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling