+1,580.3%
LLY vs UPS
+35.1%
+1,545.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -3.1% | -3.7% | +0.6% | -2.3% |
| 30D | -8.6% | -3.7% | -4.9% | -7.8% |
| 3M | -1.6% | -6.6% | +4.9% | -0.5% |
| 6M | +11.8% | +2.6% | +9.3% | +10.5% |
| YTD | +5.1% | +4.8% | +0.3% | +3.2% |
| 1Y | +50.7% | +25.3% | +25.4% | +41.6% |
| 3Y | +95.7% | -26.9% | +122.5% | +103.6% |
| 5Y | +390.2% | -33.5% | +423.7% | +412.2% |
| 10Y | +1,580.3% | +36.1% | +1,544.2% | +1,172.2% |
| All | +1,580.3% | +35.1% | +1,545.2% | +1,172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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