+2,049.9%
LLY vs STM
+468.1%
+1,581.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | 0.0% |
| 7D | +1.4% | +1.4% | -0.1% | +1.1% |
| 30D | +21.5% | -8.4% | +29.9% | +22.3% |
| 3M | +18.5% | -15.8% | +34.3% | +20.0% |
| 6M | +49.1% | -22.8% | +71.9% | +50.2% |
| YTD | +34.4% | +79.4% | -45.0% | +20.8% |
| 1Y | +46.3% | +97.0% | -50.7% | +29.9% |
| 3Y | +145.5% | +14.2% | +131.3% | +126.7% |
| 5Y | +472.7% | -4.5% | +477.1% | +428.8% |
| 10Y | +2,049.9% | +463.1% | +1,586.9% | +1,459.0% |
| All | +2,049.9% | +468.1% | +1,581.9% | +1,459.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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