+2,024.1%
LLY vs T
+55.0%
+1,969.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +1.6% | +2.6% | -0.9% | +1.0% |
| 30D | +21.5% | -1.1% | +22.5% | +21.7% |
| 3M | +16.4% | -7.7% | +24.2% | +18.3% |
| 6M | +51.5% | -10.6% | +62.1% | +54.8% |
| YTD | +33.9% | -7.5% | +41.4% | +35.1% |
| 1Y | +49.1% | -7.4% | +56.5% | +50.3% |
| 3Y | +144.6% | +63.1% | +81.6% | +104.4% |
| 5Y | +466.3% | +55.2% | +411.1% | +367.7% |
| 10Y | +2,024.1% | +58.8% | +1,965.3% | +1,725.0% |
| All | +2,024.1% | +55.0% | +1,969.2% | +1,725.0% |
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