+2,050.0%
LLY vs URA
+277.9%
+1,772.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.1% | +0.2% |
| 7D | +1.4% | +2.9% | -1.5% | +1.1% |
| 30D | +21.5% | -10.8% | +32.4% | +22.7% |
| 3M | +18.5% | -25.5% | +44.0% | +21.5% |
| 6M | +49.1% | -41.2% | +90.3% | +56.3% |
| YTD | +34.4% | -21.3% | +55.7% | +35.4% |
| 1Y | +46.3% | -25.7% | +72.0% | +48.1% |
| 3Y | +145.5% | +43.1% | +102.4% | +123.0% |
| 5Y | +472.7% | +35.6% | +437.1% | +412.9% |
| 10Y | +2,050.0% | +281.3% | +1,768.6% | +1,192.6% |
| All | +2,050.0% | +277.9% | +1,772.0% | +1,192.6% |
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