+2,024.1%
LLY vs OMC
+56.4%
+1,967.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +1.6% | +6.8% | -5.2% | +0.4% |
| 30D | +21.5% | +16.2% | +5.3% | +18.1% |
| 3M | +16.4% | +6.0% | +10.4% | +15.0% |
| 6M | +51.5% | +17.7% | +33.8% | +46.4% |
| YTD | +33.9% | +13.5% | +20.5% | +29.7% |
| 1Y | +49.1% | +27.2% | +21.9% | +41.1% |
| 3Y | +144.6% | +30.4% | +114.2% | +127.2% |
| 5Y | +466.3% | +53.5% | +412.8% | +395.6% |
| 10Y | +2,024.1% | +57.0% | +1,967.2% | +1,648.5% |
| All | +2,024.1% | +56.4% | +1,967.7% | +1,648.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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