+2,043.2%
LLY vs MSCI
+789.3%
+1,253.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.3% |
| 7D | -4.5% | +2.8% | -7.3% | -5.1% |
| 30D | +13.9% | +15.4% | -1.5% | +10.4% |
| 3M | +13.8% | +13.4% | +0.3% | +10.6% |
| 6M | +37.6% | +10.9% | +26.7% | +33.7% |
| YTD | +26.6% | +13.0% | +13.6% | +21.9% |
| 1Y | +45.3% | +12.0% | +33.3% | +40.2% |
| 3Y | +132.2% | +34.1% | +98.1% | +111.2% |
| 5Y | +434.7% | +3.9% | +430.8% | +405.3% |
| All | +2,043.2% | +789.3% | +1,253.9% | +1,035.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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