+662.6%
LLY vs PL
+28.1%
+634.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.4% | -11.2% | -1.1% |
| 7D | -4.5% | -6.8% | +2.3% | -4.3% |
| 30D | +13.9% | -29.3% | +43.2% | +14.9% |
| 3M | +13.8% | -44.8% | +58.5% | +15.4% |
| 6M | +37.6% | -68.4% | +106.0% | +41.4% |
| YTD | +26.6% | -36.4% | +63.0% | +26.7% |
| 1Y | +45.3% | +0.7% | +44.6% | +42.9% |
| 3Y | +132.2% | +455.3% | -323.1% | +111.4% |
| 5Y | +434.7% | +22.7% | +412.0% | +420.4% |
| All | +662.6% | +28.1% | +634.5% | +666.1% |
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