+17,561.1%
LLY vs UNP
+9,690.0%
+7,871.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | -5.3% | +3.2% | -0.7% |
| 30D | -1.6% | -1.5% | -0.1% | -1.2% |
| 3M | +2.3% | +10.3% | -8.0% | -0.4% |
| 6M | +14.9% | +9.7% | +5.2% | +11.7% |
| YTD | +7.5% | +27.1% | -19.6% | +0.3% |
| 1Y | +55.7% | +32.6% | +23.1% | +43.6% |
| 3Y | +110.6% | +40.0% | +70.6% | +89.8% |
| 5Y | +363.4% | +50.8% | +312.6% | +303.4% |
| 10Y | +1,649.0% | +278.6% | +1,370.3% | +1,052.0% |
| All | +17,561.1% | +9,690.0% | +7,871.1% | +4,406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling