+2,043.2%
LLY vs STM
+398.5%
+1,644.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -4.5% | -10.7% | +6.3% | -3.5% |
| 30D | +13.9% | -25.7% | +39.6% | +17.1% |
| 3M | +13.8% | -21.6% | +35.3% | +16.0% |
| 6M | +37.6% | -27.8% | +65.4% | +39.4% |
| YTD | +26.6% | +61.8% | -35.2% | +15.1% |
| 1Y | +45.3% | +78.1% | -32.8% | +30.4% |
| 3Y | +132.2% | +4.9% | +127.3% | +116.3% |
| 5Y | +434.7% | -14.3% | +448.9% | +399.3% |
| All | +2,043.2% | +398.5% | +1,644.7% | +1,523.2% |
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