+2,080.1%
LLY vs STM
+470.7%
+1,609.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +6.7% | +12.0% | -5.3% | +5.5% |
| 30D | +19.6% | -0.4% | +19.9% | +19.3% |
| 3M | +19.7% | -13.2% | +32.9% | +20.8% |
| 6M | +42.7% | -26.1% | +68.8% | +44.6% |
| YTD | +35.1% | +81.2% | -46.0% | +21.4% |
| 1Y | +42.2% | +98.3% | -56.1% | +26.2% |
| 3Y | +140.8% | +16.7% | +124.1% | +121.8% |
| 5Y | +480.6% | -4.8% | +485.4% | +436.6% |
| All | +2,080.1% | +470.7% | +1,609.4% | +1,473.2% |
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