+1,610.3%
LLY vs URA
+356.0%
+1,254.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.3% |
| 30D | -1.6% | +7.4% | -9.0% | -2.4% |
| 3M | +2.3% | -8.4% | +10.7% | +2.9% |
| 6M | +14.9% | -12.7% | +27.6% | +15.9% |
| YTD | +7.5% | +7.8% | -0.3% | +5.2% |
| 1Y | +55.7% | +19.5% | +36.2% | +49.2% |
| 3Y | +110.6% | +116.4% | -5.8% | +83.0% |
| 5Y | +363.4% | +134.3% | +229.1% | +287.1% |
| All | +1,610.3% | +356.0% | +1,254.3% | +1,028.4% |
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