+1,610.3%
LLY vs PM
+193.1%
+1,417.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.3% |
| 7D | -2.1% | -4.9% | +2.7% | -0.7% |
| 30D | -1.6% | -3.4% | +1.8% | -0.7% |
| 3M | +2.3% | +5.2% | -2.9% | +0.5% |
| 6M | +14.9% | +3.7% | +11.2% | +12.9% |
| YTD | +7.5% | +15.8% | -8.3% | +2.0% |
| 1Y | +55.7% | +17.4% | +38.3% | +46.8% |
| 3Y | +110.6% | +116.9% | -6.3% | +59.3% |
| 5Y | +363.4% | +117.3% | +246.1% | +245.3% |
| All | +1,610.3% | +193.1% | +1,417.2% | +990.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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