+17,561.1%
LLY vs OMC
+6,006.3%
+11,554.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -2.1% | -6.4% | +4.3% | -0.7% |
| 30D | -1.6% | +1.1% | -2.7% | -2.0% |
| 3M | +2.3% | +10.4% | -8.1% | -0.4% |
| 6M | +14.9% | -1.7% | +16.6% | +14.8% |
| YTD | +7.5% | +4.4% | +3.0% | +5.2% |
| 1Y | +55.7% | +8.4% | +47.2% | +50.3% |
| 3Y | +110.6% | +14.4% | +96.2% | +98.2% |
| 5Y | +363.4% | +33.9% | +329.6% | +310.2% |
| 10Y | +1,649.0% | +34.9% | +1,614.1% | +1,382.0% |
| All | +17,561.1% | +6,006.3% | +11,554.8% | +7,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling