+668.6%
LLY vs PL
+16.0%
+652.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -10.1% | +6.4% | -3.5% |
| 7D | -0.7% | -20.5% | +19.9% | -0.1% |
| 30D | +17.9% | -38.8% | +56.7% | +19.4% |
| 3M | +16.8% | -49.1% | +66.0% | +18.8% |
| 6M | +38.4% | -69.4% | +107.8% | +42.4% |
| YTD | +27.6% | -42.3% | +69.9% | +28.1% |
| 1Y | +48.3% | -14.2% | +62.5% | +46.5% |
| 3Y | +145.4% | +398.7% | -253.3% | +124.1% |
| 5Y | +438.9% | +11.1% | +427.8% | +426.0% |
| All | +668.6% | +16.0% | +652.6% | +674.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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