+1,580.3%
LLY vs OMC
+29.9%
+1,550.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | -3.1% | -4.2% | +1.1% | -2.3% |
| 30D | -8.6% | -7.5% | -1.1% | -7.4% |
| 3M | -1.6% | +4.6% | -6.3% | -2.7% |
| 6M | +11.8% | -4.8% | +16.7% | +12.4% |
| YTD | +5.1% | -1.0% | +6.1% | +4.5% |
| 1Y | +50.7% | +3.8% | +46.9% | +47.9% |
| 3Y | +95.7% | +10.2% | +85.5% | +87.6% |
| 5Y | +390.2% | +29.7% | +360.5% | +342.7% |
| 10Y | +1,580.3% | +32.3% | +1,548.0% | +1,340.3% |
| All | +1,580.3% | +29.9% | +1,550.5% | +1,340.3% |
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