+2,080.1%
LLY vs URA
+266.3%
+1,813.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +6.7% | -1.5% | +8.3% | +6.9% |
| 30D | +19.6% | -10.4% | +30.0% | +20.7% |
| 3M | +19.7% | -29.6% | +49.3% | +23.5% |
| 6M | +42.7% | -40.3% | +83.0% | +49.3% |
| YTD | +35.1% | -25.5% | +60.6% | +36.8% |
| 1Y | +42.2% | -26.4% | +68.6% | +43.9% |
| 3Y | +140.8% | +31.4% | +109.3% | +120.8% |
| 5Y | +480.6% | +28.6% | +452.0% | +422.5% |
| All | +2,080.1% | +266.3% | +1,813.8% | +1,188.4% |
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