+1,545.2%
LLY vs UNP
+273.1%
+1,272.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -5.1% | -1.1% | -3.9% | -4.8% |
| 3M | -2.1% | +7.9% | -9.9% | -4.1% |
| 6M | +13.8% | +14.6% | -0.8% | +9.4% |
| YTD | +5.1% | +26.6% | -21.5% | -1.9% |
| 1Y | +53.1% | +35.6% | +17.6% | +40.2% |
| 3Y | +95.6% | +45.5% | +50.1% | +74.1% |
| 5Y | +361.5% | +50.0% | +311.5% | +300.2% |
| 10Y | +1,545.2% | +271.8% | +1,273.3% | +966.4% |
| All | +1,545.2% | +273.1% | +1,272.1% | +966.4% |
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