+2,050.0%
LLY vs RF
+241.0%
+1,808.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +21.5% | +4.6% | +16.9% | +20.9% |
| 3M | +18.5% | -8.4% | +26.9% | +19.7% |
| 6M | +49.1% | +8.9% | +40.2% | +47.3% |
| YTD | +34.4% | +8.8% | +25.6% | +32.5% |
| 1Y | +46.3% | +18.9% | +27.4% | +42.7% |
| 3Y | +145.5% | +116.0% | +29.5% | +120.4% |
| 5Y | +472.7% | +46.0% | +426.6% | +432.9% |
| 10Y | +2,050.0% | +231.7% | +1,818.2% | +1,691.4% |
| All | +2,050.0% | +241.0% | +1,808.9% | +1,691.4% |
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