+4,331.6%
LLY vs MSCI
+3,169.6%
+1,161.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.2% |
| 7D | -0.7% | +6.0% | -6.7% | -1.9% |
| 30D | +17.9% | +18.2% | -0.3% | +13.8% |
| 3M | +16.8% | +15.1% | +1.7% | +13.3% |
| 6M | +38.4% | +13.7% | +24.7% | +34.0% |
| YTD | +27.6% | +15.6% | +12.0% | +22.5% |
| 1Y | +48.3% | +16.3% | +32.0% | +42.2% |
| 3Y | +145.4% | +36.9% | +108.5% | +123.6% |
| 5Y | +438.9% | +6.3% | +432.6% | +407.4% |
| 10Y | +2,101.6% | +823.0% | +1,278.6% | +1,151.2% |
| All | +4,331.6% | +3,169.6% | +1,161.9% | +1,686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling