+1,580.3%
LLY vs MTB
+172.8%
+1,407.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.2% |
| 30D | -8.6% | -4.6% | -4.0% | -8.1% |
| 3M | -1.6% | +6.3% | -7.9% | -2.5% |
| 6M | +11.8% | +15.6% | -3.8% | +9.7% |
| YTD | +5.1% | +20.6% | -15.4% | +2.4% |
| 1Y | +50.7% | +22.5% | +28.2% | +46.3% |
| 3Y | +95.7% | +114.4% | -18.7% | +74.9% |
| 5Y | +390.2% | +101.9% | +288.3% | +333.8% |
| 10Y | +1,580.3% | +170.4% | +1,409.9% | +1,162.6% |
| All | +1,580.3% | +172.8% | +1,407.5% | +1,162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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