+4,407.5%
MU vs LLY
+2,052.4%
+2,355.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | +12.8% | +6.7% | +6.1% | +11.1% |
| 30D | -14.9% | +19.6% | -34.4% | -18.4% |
| 3M | -18.0% | +19.7% | -37.8% | -21.7% |
| 6M | -3.1% | +42.7% | -45.9% | -12.4% |
| YTD | +172.9% | +35.1% | +137.8% | +148.0% |
| 1Y | +228.8% | +42.2% | +186.7% | +194.3% |
| 3Y | +950.8% | +140.8% | +810.1% | +688.4% |
| 5Y | +931.3% | +480.6% | +450.7% | +465.2% |
| All | +4,407.5% | +2,052.4% | +2,355.1% | +1,450.3% |
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