+695.2%
LLY vs PL
+46.6%
+648.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.5% | -10.2% | +3.9% |
| 7D | +0.1% | +10.9% | -10.8% | -0.3% |
| 30D | +19.7% | -16.4% | +36.1% | +20.2% |
| 3M | +19.3% | -39.9% | +59.2% | +20.7% |
| 6M | +49.3% | -63.2% | +112.5% | +52.8% |
| YTD | +32.0% | -27.1% | +59.1% | +31.6% |
| 1Y | +53.7% | +12.2% | +41.5% | +50.6% |
| 3Y | +143.7% | +584.3% | -440.5% | +120.6% |
| 5Y | +463.9% | +37.0% | +426.9% | +430.8% |
| All | +695.2% | +46.6% | +648.6% | +695.7% |
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