+2,080.1%
LLY vs ON
+533.9%
+1,546.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.5% |
| 7D | +6.7% | +12.2% | -5.5% | +5.9% |
| 30D | +19.6% | -3.1% | +22.7% | +19.7% |
| 3M | +19.7% | -12.9% | +32.6% | +20.4% |
| 6M | +42.7% | -38.6% | +81.3% | +45.8% |
| YTD | +35.1% | +31.2% | +3.9% | +28.7% |
| 1Y | +42.2% | +47.6% | -5.5% | +33.9% |
| 3Y | +140.8% | +6.6% | +134.2% | +127.3% |
| 5Y | +480.6% | +21.3% | +459.3% | +427.0% |
| All | +2,080.1% | +533.9% | +1,546.2% | +1,666.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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