+2,024.1%
LLY vs PM
+242.6%
+1,781.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.3% |
| 7D | +1.6% | -6.6% | +8.2% | +3.8% |
| 30D | +21.5% | -3.4% | +24.9% | +22.8% |
| 3M | +16.4% | +5.3% | +11.1% | +14.4% |
| 6M | +51.5% | +15.5% | +36.0% | +44.2% |
| YTD | +33.9% | +24.3% | +9.7% | +24.2% |
| 1Y | +49.1% | +29.7% | +19.4% | +36.4% |
| 3Y | +144.6% | +144.9% | -0.3% | +76.9% |
| 5Y | +466.3% | +159.0% | +307.3% | +294.8% |
| 10Y | +2,024.1% | +250.9% | +1,773.2% | +1,121.8% |
| All | +2,024.1% | +242.6% | +1,781.6% | +1,121.8% |
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