+228.8%
LLY vs USAR
-18.3%
+247.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.0% | +0.4% |
| 7D | +1.4% | +0.8% | +0.6% | +1.4% |
| 30D | +21.5% | -30.1% | +51.6% | +21.1% |
| 3M | +18.5% | -56.3% | +74.8% | +17.4% |
| 6M | +49.1% | -68.6% | +117.7% | +47.6% |
| YTD | +34.4% | -30.5% | +64.9% | +35.2% |
| 1Y | +46.3% | -53.5% | +99.8% | +46.4% |
| 3Y | +145.5% | -19.3% | +164.8% | +147.8% |
| All | +228.8% | -18.3% | +247.2% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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