+2,080.1%
LLY vs MTCH
+142.9%
+1,937.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +6.7% | +6.7% | +0.1% | +6.2% |
| 30D | +19.6% | -1.8% | +21.4% | +19.7% |
| 3M | +19.7% | +12.2% | +7.5% | +18.5% |
| 6M | +42.7% | +16.6% | +26.1% | +40.6% |
| YTD | +35.1% | +31.8% | +3.3% | +31.5% |
| 1Y | +42.2% | +30.8% | +11.4% | +38.4% |
| 3Y | +140.8% | +49.6% | +91.2% | +128.8% |
| 5Y | +480.6% | -70.3% | +550.9% | +530.5% |
| All | +2,080.1% | +142.9% | +1,937.2% | +1,863.4% |
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