+1,612.0%
LLY vs RF
+343.3%
+1,268.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.3% | -3.5% | -2.3% |
| 30D | -1.6% | -3.6% | +2.0% | -1.2% |
| 3M | +2.3% | +8.1% | -5.8% | +1.2% |
| 6M | +14.9% | +11.5% | +3.4% | +13.1% |
| YTD | +7.5% | +15.6% | -8.1% | +5.2% |
| 1Y | +55.7% | +15.7% | +40.0% | +52.2% |
| 3Y | +110.6% | +86.9% | +23.7% | +91.8% |
| 5Y | +363.4% | +89.8% | +273.6% | +313.3% |
| All | +1,612.0% | +343.3% | +1,268.6% | +1,066.9% |
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