+2,042.5%
LLY vs WY
+3.0%
+2,039.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.9% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | +21.5% | +8.0% | +13.4% | +19.4% |
| 3M | +16.4% | -17.7% | +34.1% | +21.1% |
| 6M | +51.5% | -10.8% | +62.2% | +54.4% |
| YTD | +33.9% | -10.6% | +44.5% | +35.9% |
| 1Y | +49.1% | -5.7% | +54.8% | +49.5% |
| 3Y | +144.6% | -24.8% | +169.4% | +153.8% |
| 5Y | +466.3% | -31.7% | +498.1% | +494.3% |
| All | +2,042.5% | +3.0% | +2,039.5% | +1,818.1% |
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