+1,612.0%
LLY vs T
+66.5%
+1,545.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.1% | -0.4% |
| 7D | -2.1% | -1.3% | -0.9% | -1.8% |
| 30D | -1.6% | +11.4% | -13.0% | -4.3% |
| 3M | +2.3% | +14.3% | -12.0% | -1.4% |
| 6M | +14.9% | -9.3% | +24.1% | +17.3% |
| YTD | +7.5% | +7.1% | +0.4% | +4.8% |
| 1Y | +55.7% | -9.1% | +64.8% | +58.5% |
| 3Y | +110.6% | +105.3% | +5.3% | +64.8% |
| 5Y | +363.4% | +66.8% | +296.6% | +281.1% |
| All | +1,612.0% | +66.5% | +1,545.5% | +1,317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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