+2,080.1%
LLY vs PSX
+368.0%
+1,712.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +6.7% | +7.8% | -1.1% | +5.7% |
| 30D | +19.6% | -10.9% | +30.5% | +21.3% |
| 3M | +19.7% | +14.5% | +5.2% | +17.3% |
| 6M | +42.7% | +56.1% | -13.4% | +33.7% |
| YTD | +35.1% | +109.6% | -74.5% | +20.6% |
| 1Y | +42.2% | +95.5% | -53.3% | +28.1% |
| 3Y | +140.8% | +156.2% | -15.4% | +104.8% |
| 5Y | +480.6% | +310.0% | +170.6% | +347.9% |
| All | +2,080.1% | +368.0% | +1,712.1% | +1,484.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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