+2,060.2%
LLY vs USB
+93.8%
+1,966.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.4% |
| 7D | -0.7% | -1.5% | +0.8% | -0.4% |
| 30D | +17.9% | +4.3% | +13.6% | +17.0% |
| 3M | +16.8% | -6.1% | +22.9% | +18.1% |
| 6M | +38.4% | +9.4% | +29.0% | +35.8% |
| YTD | +27.6% | +15.2% | +12.4% | +23.7% |
| 1Y | +48.3% | +32.8% | +15.6% | +39.9% |
| 3Y | +145.4% | +91.3% | +54.1% | +113.4% |
| 5Y | +438.9% | +22.7% | +416.2% | +407.9% |
| All | +2,060.2% | +93.8% | +1,966.4% | +1,543.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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