+897.7%
LLY vs U
-29.6%
+927.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -4.0% | +1.1% |
| 7D | +6.7% | +2.6% | +4.2% | +6.7% |
| 30D | +19.6% | +27.6% | -8.0% | +18.8% |
| 3M | +19.7% | +15.3% | +4.4% | +19.2% |
| 6M | +42.7% | +96.4% | -53.7% | +39.9% |
| YTD | +35.1% | +19.6% | +15.6% | +34.0% |
| 1Y | +42.2% | +42.1% | +0.1% | +40.1% |
| 3Y | +140.8% | +87.5% | +53.3% | +130.7% |
| 5Y | +480.6% | -73.1% | +553.7% | +478.3% |
| All | +897.7% | -29.6% | +927.3% | +813.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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