+3,607.0%
LLY vs ON
+196.0%
+3,411.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.4% | -0.1% |
| 7D | +1.4% | +3.3% | -2.0% | +1.1% |
| 30D | +21.5% | -3.1% | +24.7% | +21.6% |
| 3M | +18.5% | -9.2% | +27.7% | +18.9% |
| 6M | +49.1% | -31.4% | +80.5% | +51.2% |
| YTD | +34.4% | +36.0% | -1.6% | +28.8% |
| 1Y | +46.3% | +52.0% | -5.7% | +38.9% |
| 3Y | +145.5% | +9.3% | +136.2% | +134.3% |
| 5Y | +472.7% | +26.5% | +446.2% | +428.7% |
| 10Y | +2,049.9% | +556.1% | +1,493.8% | +1,583.8% |
| All | +3,607.0% | +196.0% | +3,411.1% | +2,307.8% |
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