+1,560.7%
LLY vs MTCH
+203.9%
+1,356.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -3.2% | -1.4% | -1.7% | -3.0% |
| 30D | -7.4% | +13.6% | -21.1% | -8.4% |
| 3M | -1.0% | +22.4% | -23.4% | -2.8% |
| 6M | +12.5% | +37.2% | -24.7% | +9.3% |
| YTD | +5.0% | +31.8% | -26.8% | +2.3% |
| 1Y | +49.8% | +12.9% | +36.9% | +47.6% |
| 3Y | +95.5% | -1.1% | +96.6% | +92.5% |
| 5Y | +390.7% | -73.5% | +464.2% | +438.9% |
| All | +1,560.7% | +203.9% | +1,356.8% | +1,314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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