+20,705.6%
LLY vs UNP
+9,708.2%
+10,997.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.1% |
| 7D | -4.5% | -4.6% | +0.1% | -3.3% |
| 30D | +13.9% | +5.6% | +8.3% | +12.3% |
| 3M | +13.8% | -1.3% | +15.1% | +14.1% |
| 6M | +37.6% | +9.2% | +28.4% | +34.1% |
| YTD | +26.6% | +27.3% | -0.7% | +18.1% |
| 1Y | +45.3% | +35.9% | +9.4% | +33.3% |
| 3Y | +132.2% | +45.5% | +86.8% | +107.3% |
| 5Y | +434.7% | +36.0% | +398.7% | +378.9% |
| 10Y | +2,084.3% | +307.2% | +1,777.1% | +1,312.6% |
| All | +20,705.6% | +9,708.2% | +10,997.4% | +5,205.6% |
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 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