+4,550.9%
LLY vs MSCI
+3,174.4%
+1,376.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +1.6% | +2.7% | -1.0% | +1.0% |
| 30D | +21.5% | +16.2% | +5.2% | +17.6% |
| 3M | +16.4% | +17.1% | -0.6% | +12.5% |
| 6M | +51.5% | +13.0% | +38.5% | +46.8% |
| YTD | +33.9% | +15.8% | +18.2% | +28.5% |
| 1Y | +49.1% | +15.5% | +33.6% | +43.2% |
| 3Y | +144.6% | +32.3% | +112.3% | +124.6% |
| 5Y | +466.3% | +8.2% | +458.2% | +431.2% |
| 10Y | +2,024.1% | +800.7% | +1,223.5% | +1,113.2% |
| All | +4,550.9% | +3,174.4% | +1,376.6% | +1,774.9% |
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