+1,580.3%
LLY vs WY
+5.8%
+1,574.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -8.6% | -9.9% | +1.2% | -6.6% |
| 3M | -1.6% | -7.5% | +5.9% | -0.2% |
| 6M | +11.8% | -5.1% | +17.0% | +12.7% |
| YTD | +5.1% | -2.1% | +7.2% | +4.9% |
| 1Y | +50.7% | -7.3% | +58.1% | +52.0% |
| 3Y | +95.7% | -22.6% | +118.3% | +102.4% |
| 5Y | +390.2% | -19.8% | +410.0% | +396.5% |
| 10Y | +1,580.3% | +9.6% | +1,570.7% | +1,413.3% |
| All | +1,580.3% | +5.8% | +1,574.6% | +1,413.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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