+2,024.1%
LLY vs UPS
+44.2%
+1,980.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | +1.7% | -0.1% | +1.2% |
| 30D | +21.5% | +17.4% | +4.0% | +17.2% |
| 3M | +16.4% | +7.7% | +8.7% | +14.4% |
| 6M | +51.5% | +13.8% | +37.7% | +46.5% |
| YTD | +33.9% | +17.3% | +16.6% | +28.2% |
| 1Y | +49.1% | +27.2% | +21.9% | +40.1% |
| 3Y | +144.6% | -5.6% | +150.3% | +139.3% |
| 5Y | +466.3% | -33.5% | +499.9% | +494.8% |
| 10Y | +2,024.1% | +43.7% | +1,980.5% | +1,609.6% |
| All | +2,024.1% | +44.2% | +1,980.0% | +1,609.6% |
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