+557.4%
LLY vs S
-48.3%
+605.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.3% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | +21.5% | -7.3% | +28.9% | +21.9% |
| 3M | +18.5% | +5.9% | +12.6% | +17.7% |
| 6M | +49.1% | +45.6% | +3.5% | +44.9% |
| YTD | +34.4% | +58.5% | -24.1% | +29.6% |
| 1Y | +46.3% | +37.6% | +8.7% | +42.1% |
| 3Y | +145.5% | +51.7% | +93.8% | +136.6% |
| 5Y | +472.7% | -67.5% | +540.2% | +474.7% |
| All | +557.4% | -48.3% | +605.7% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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