+2,006.3%
LLY vs PM
+228.8%
+1,777.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.0% |
| 7D | +0.1% | -7.3% | +7.4% | +2.4% |
| 30D | +19.7% | -4.0% | +23.7% | +21.2% |
| 3M | +19.3% | +2.7% | +16.5% | +18.1% |
| 6M | +49.3% | +14.9% | +34.5% | +42.4% |
| YTD | +32.0% | +23.5% | +8.5% | +22.7% |
| 1Y | +53.7% | +30.4% | +23.4% | +40.5% |
| 3Y | +143.7% | +143.2% | +0.5% | +77.0% |
| 5Y | +463.9% | +159.5% | +304.4% | +293.4% |
| 10Y | +2,006.3% | +234.7% | +1,771.7% | +1,169.8% |
| All | +2,006.3% | +228.8% | +1,777.6% | +1,169.8% |
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