+379.6%
META vs LLY
+1,642.9%
-1,263.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -2.1% | +8.9% | +7.3% |
| 30D | +4.8% | -1.6% | +6.4% | +5.0% |
| 3M | -1.6% | +2.3% | -3.9% | -2.7% |
| 6M | -7.5% | +14.9% | -22.4% | -11.6% |
| YTD | -6.4% | +7.5% | -13.9% | -9.7% |
| 1Y | -17.3% | +55.7% | -73.0% | -29.2% |
| 3Y | +109.9% | +110.6% | -0.7% | +57.8% |
| 5Y | +65.4% | +363.4% | -298.1% | -6.7% |
| All | +379.6% | +1,642.9% | -1,263.3% | +67.1% |
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