+2,080.1%
LLY vs OMC
+53.0%
+2,027.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.0% |
| 7D | +6.7% | +1.9% | +4.9% | +6.4% |
| 30D | +19.6% | +12.2% | +7.4% | +17.0% |
| 3M | +19.7% | +0.6% | +19.1% | +19.4% |
| 6M | +42.7% | +21.0% | +21.7% | +37.2% |
| YTD | +35.1% | +12.4% | +22.8% | +31.1% |
| 1Y | +42.2% | +25.4% | +16.8% | +34.9% |
| 3Y | +140.8% | +29.2% | +111.6% | +124.0% |
| 5Y | +480.6% | +52.6% | +428.0% | +408.3% |
| All | +2,080.1% | +53.0% | +2,027.1% | +1,700.1% |
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