+1,560.7%
LLY vs XYZ
+609.1%
+951.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -2.7% |
| 30D | -7.4% | 0.0% | -7.4% | -7.5% |
| 3M | -1.0% | +18.7% | -19.7% | -2.6% |
| 6M | +12.5% | +20.5% | -8.0% | +10.3% |
| YTD | +5.0% | +21.5% | -16.5% | +2.6% |
| 1Y | +49.8% | +7.2% | +42.5% | +47.6% |
| 3Y | +95.5% | +49.0% | +46.5% | +82.9% |
| 5Y | +390.7% | -68.1% | +458.8% | +409.5% |
| All | +1,560.7% | +609.1% | +951.5% | +1,028.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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