+400.1%
META vs LLY
+2,079.7%
-1,679.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.0% |
| 7D | -3.1% | -0.7% | -2.5% | -3.0% |
| 30D | -18.1% | +17.9% | -36.0% | -21.7% |
| 3M | +2.9% | +16.8% | -14.0% | -1.6% |
| 6M | +0.2% | +38.4% | -38.3% | -8.7% |
| YTD | -8.1% | +27.6% | -35.7% | -15.3% |
| 1Y | -4.5% | +48.3% | -52.9% | -16.0% |
| 3Y | +94.2% | +145.4% | -51.2% | +40.6% |
| 5Y | +79.1% | +438.9% | -359.8% | -2.4% |
| All | +400.1% | +2,079.7% | -1,679.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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