+1,610.3%
LLY vs STM
+666.6%
+943.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.1% | +5.8% | -7.9% | -2.7% |
| 30D | -1.6% | -1.0% | -0.6% | -1.7% |
| 3M | +2.3% | -33.3% | +35.5% | +6.0% |
| 6M | +14.9% | +57.4% | -42.5% | +6.2% |
| YTD | +7.5% | +102.2% | -94.7% | -4.0% |
| 1Y | +55.7% | +99.6% | -43.9% | +38.7% |
| 3Y | +110.6% | +14.5% | +96.1% | +95.7% |
| 5Y | +363.4% | +21.4% | +342.1% | +317.3% |
| All | +1,610.3% | +666.6% | +943.7% | +1,136.8% |
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