+1,545.2%
LLY vs ON
+552.1%
+993.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.9% |
| 7D | -3.1% | -2.2% | -1.0% | -3.0% |
| 30D | -5.1% | -12.4% | +7.4% | -4.2% |
| 3M | -2.1% | -41.2% | +39.2% | +1.0% |
| 6M | +13.8% | +25.0% | -11.1% | +9.4% |
| YTD | +5.1% | +31.3% | -26.2% | +0.4% |
| 1Y | +53.1% | +45.4% | +7.7% | +44.5% |
| 3Y | +95.6% | -27.4% | +123.0% | +90.5% |
| 5Y | +361.5% | +58.5% | +303.0% | +309.6% |
| 10Y | +1,545.2% | +561.8% | +983.3% | +1,160.0% |
| All | +1,545.2% | +552.1% | +993.1% | +1,160.0% |
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