+1,612.0%
LLY vs USB
+107.5%
+1,504.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.1% | +1.4% | -3.6% | -2.4% |
| 30D | -1.6% | -1.3% | -0.3% | -1.4% |
| 3M | +2.3% | +15.2% | -13.0% | -0.5% |
| 6M | +14.9% | +18.8% | -3.9% | +11.0% |
| YTD | +7.5% | +21.0% | -13.5% | +3.2% |
| 1Y | +55.7% | +34.0% | +21.7% | +46.5% |
| 3Y | +110.6% | +95.3% | +15.3% | +81.9% |
| 5Y | +363.4% | +40.4% | +323.1% | +323.1% |
| All | +1,612.0% | +107.5% | +1,504.5% | +1,138.7% |
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