+2,050.0%
LLY vs T
+61.4%
+1,988.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | +21.5% | -1.0% | +22.6% | +21.8% |
| 3M | +18.5% | -8.1% | +26.6% | +20.5% |
| 6M | +49.1% | -8.3% | +57.4% | +51.3% |
| YTD | +34.4% | -6.1% | +40.5% | +35.0% |
| 1Y | +46.3% | -7.4% | +53.7% | +47.5% |
| 3Y | +145.5% | +65.4% | +80.0% | +104.4% |
| 5Y | +472.7% | +57.6% | +415.0% | +371.0% |
| 10Y | +2,050.0% | +61.4% | +1,988.6% | +1,739.0% |
| All | +2,050.0% | +61.4% | +1,988.6% | +1,739.0% |
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