+17,405.0%
LLY vs O
+5,387.7%
+12,017.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -1.6% | -1.9% | +0.3% | -1.1% |
| 3M | +2.3% | +3.8% | -1.6% | +1.3% |
| 6M | +14.9% | -4.7% | +19.6% | +16.3% |
| YTD | +7.5% | +12.5% | -5.0% | +4.2% |
| 1Y | +55.7% | +10.8% | +44.9% | +51.4% |
| 3Y | +110.6% | +28.8% | +81.8% | +95.7% |
| 5Y | +363.4% | +13.2% | +350.2% | +342.4% |
| 10Y | +1,649.0% | +53.5% | +1,595.5% | +1,370.3% |
| All | +17,405.0% | +5,387.7% | +12,017.2% | +5,898.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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