+2,080.1%
LLY vs WU
-38.9%
+2,119.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | +6.7% | -2.0% | +8.8% | +7.1% |
| 30D | +19.6% | +11.4% | +8.2% | +17.0% |
| 3M | +19.7% | -6.8% | +26.5% | +21.0% |
| 6M | +42.7% | -14.6% | +57.4% | +45.8% |
| YTD | +35.1% | -20.6% | +55.8% | +39.7% |
| 1Y | +42.2% | -15.4% | +57.6% | +44.9% |
| 3Y | +140.8% | -23.6% | +164.4% | +146.0% |
| 5Y | +480.6% | -43.4% | +524.0% | +528.1% |
| All | +2,080.1% | -38.9% | +2,119.0% | +2,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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