+3,392.2%
LLY vs ON
+154.5%
+3,237.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.5% | -11.7% | +7.2% | -3.7% |
| 30D | +13.9% | -23.3% | +37.2% | +16.0% |
| 3M | +13.8% | -19.2% | +32.9% | +15.1% |
| 6M | +37.6% | -40.1% | +77.8% | +40.9% |
| YTD | +26.6% | +16.9% | +9.7% | +22.7% |
| 1Y | +45.3% | +29.7% | +15.6% | +39.6% |
| 3Y | +132.2% | -4.4% | +136.6% | +123.9% |
| 5Y | +434.7% | +7.1% | +427.6% | +399.7% |
| 10Y | +2,084.3% | +447.2% | +1,637.1% | +1,633.6% |
| All | +3,392.2% | +154.5% | +3,237.7% | +2,193.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling