+2,068.1%
LLY vs UNP
+285.9%
+1,782.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +1.4% | -2.1% | +3.4% | +1.9% |
| 30D | +21.5% | +7.3% | +14.2% | +19.4% |
| 3M | +18.5% | +3.6% | +14.8% | +17.3% |
| 6M | +49.1% | +15.8% | +33.3% | +43.1% |
| YTD | +34.4% | +32.6% | +1.8% | +24.1% |
| 1Y | +46.3% | +37.2% | +9.1% | +33.8% |
| 3Y | +145.5% | +52.6% | +92.9% | +116.0% |
| 5Y | +472.7% | +40.6% | +432.1% | +408.4% |
| All | +2,068.1% | +285.9% | +1,782.2% | +1,469.6% |
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