+473.4%
LLY vs T
+56.9%
+416.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +4.6% | +1.6% | +2.9% | +4.4% |
| 30D | +22.4% | -2.9% | +25.3% | +22.7% |
| 3M | +17.1% | -7.5% | +24.6% | +17.9% |
| 6M | +44.6% | -9.9% | +54.5% | +45.7% |
| YTD | +33.5% | -6.4% | +39.9% | +33.8% |
| 1Y | +41.1% | -9.4% | +50.5% | +42.0% |
| 3Y | +143.8% | +64.9% | +78.9% | +127.4% |
| 5Y | +473.4% | +57.0% | +416.4% | +438.6% |
| All | +473.4% | +56.9% | +416.5% | +438.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling