+2,043.2%
LLY vs URA
+278.3%
+1,764.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.2% |
| 7D | -4.5% | -4.1% | -0.4% | -4.1% |
| 30D | +13.9% | -19.0% | +32.9% | +16.1% |
| 3M | +13.8% | -25.1% | +38.9% | +16.6% |
| 6M | +37.6% | -44.5% | +82.1% | +45.1% |
| YTD | +26.6% | -24.3% | +50.9% | +28.0% |
| 1Y | +45.3% | -28.1% | +73.5% | +47.6% |
| 3Y | +132.2% | +40.7% | +91.6% | +111.2% |
| 5Y | +434.7% | +35.5% | +399.2% | +377.8% |
| All | +2,043.2% | +278.3% | +1,764.9% | +1,213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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