+2,864.4%
LLY vs ON
+199.0%
+2,665.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -2.1% | +2.4% | -4.6% | -2.3% |
| 30D | -1.6% | -3.3% | +1.7% | -1.4% |
| 3M | +2.3% | -43.6% | +45.9% | +5.8% |
| 6M | +14.9% | +19.0% | -4.1% | +11.7% |
| YTD | +7.5% | +37.4% | -29.9% | +3.2% |
| 1Y | +55.7% | +54.8% | +0.9% | +47.8% |
| 3Y | +110.6% | -25.2% | +135.8% | +106.9% |
| 5Y | +363.4% | +62.7% | +300.7% | +320.3% |
| 10Y | +1,649.0% | +574.3% | +1,074.6% | +1,270.5% |
| All | +2,864.4% | +199.0% | +2,665.4% | +1,829.8% |
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