+2,024.1%
LLY vs STM
+431.2%
+1,593.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | +1.6% | -7.9% | +9.5% | +2.4% |
| 30D | +21.5% | -14.1% | +35.6% | +23.0% |
| 3M | +16.4% | -17.6% | +34.0% | +18.2% |
| 6M | +51.5% | -24.2% | +75.7% | +52.8% |
| YTD | +33.9% | +73.3% | -39.4% | +20.9% |
| 1Y | +49.1% | +90.1% | -41.0% | +32.9% |
| 3Y | +144.6% | +10.3% | +134.3% | +126.7% |
| 5Y | +466.3% | -5.7% | +472.1% | +423.3% |
| 10Y | +2,024.1% | +444.1% | +1,580.1% | +1,439.1% |
| All | +2,024.1% | +431.2% | +1,593.0% | +1,439.1% |
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