+2,006.3%
LLY vs UNP
+321.0%
+1,685.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.7% |
| 7D | +0.1% | -3.3% | +3.3% | +1.0% |
| 30D | +19.7% | +6.7% | +13.0% | +17.8% |
| 3M | +19.3% | +1.8% | +17.5% | +18.7% |
| 6M | +49.3% | +13.3% | +36.0% | +44.2% |
| YTD | +32.0% | +30.3% | +1.7% | +22.5% |
| 1Y | +53.7% | +36.9% | +16.8% | +40.7% |
| 3Y | +143.7% | +50.9% | +92.8% | +115.2% |
| 5Y | +463.9% | +37.9% | +426.0% | +403.4% |
| 10Y | +2,006.3% | +293.8% | +1,712.6% | +1,410.5% |
| All | +2,006.3% | +321.0% | +1,685.4% | +1,410.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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