+872.1%
MSFT vs LLY
+1,583.9%
-711.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -2.7% |
| 30D | -2.1% | -7.4% | +5.4% | -0.3% |
| 3M | +24.2% | -1.0% | +25.2% | +23.7% |
| 6M | +21.9% | +12.5% | +9.4% | +16.9% |
| YTD | +2.5% | +5.0% | -2.5% | -0.4% |
| 1Y | -0.8% | +49.8% | -50.5% | -13.3% |
| 3Y | +50.8% | +95.5% | -44.7% | +13.9% |
| 5Y | +73.5% | +390.7% | -317.2% | -10.8% |
| All | +872.1% | +1,583.9% | -711.8% | +207.8% |
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