+472.7%
LLY vs MSCI
+8.1%
+464.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.4% | -1.9% | +3.3% | +1.7% |
| 30D | +21.5% | +16.5% | +5.1% | +18.5% |
| 3M | +18.5% | +18.2% | +0.3% | +15.2% |
| 6M | +49.1% | +14.0% | +35.1% | +45.3% |
| YTD | +34.4% | +16.6% | +17.8% | +30.0% |
| 1Y | +46.3% | +14.8% | +31.5% | +41.9% |
| 3Y | +145.5% | +33.3% | +112.2% | +129.1% |
| 5Y | +472.7% | +9.1% | +463.6% | +432.2% |
| All | +472.7% | +8.1% | +464.5% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling