+2,080.1%
LLY vs RF
+223.4%
+1,856.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +19.6% | +7.3% | +12.2% | +18.6% |
| 3M | +19.7% | -7.9% | +27.6% | +20.9% |
| 6M | +42.7% | +10.5% | +32.2% | +40.8% |
| YTD | +35.1% | +9.6% | +25.5% | +33.1% |
| 1Y | +42.2% | +20.3% | +21.9% | +38.4% |
| 3Y | +140.8% | +119.5% | +21.3% | +115.6% |
| 5Y | +480.6% | +48.2% | +432.4% | +438.8% |
| All | +2,080.1% | +223.4% | +1,856.7% | +1,711.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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