+4,271.9%
MU vs LLY
+2,040.2%
+2,231.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.3% | +2.0% | +5.3% |
| 7D | -12.0% | +0.1% | -12.1% | -11.9% |
| 30D | -28.7% | +19.7% | -48.5% | -31.8% |
| 3M | -16.4% | +19.3% | -35.7% | -20.1% |
| 6M | -1.8% | +49.3% | -51.1% | -12.3% |
| YTD | +157.1% | +32.0% | +125.0% | +135.0% |
| 1Y | +208.5% | +53.7% | +154.8% | +169.6% |
| 3Y | +906.2% | +143.7% | +762.4% | +651.6% |
| 5Y | +893.4% | +463.9% | +429.5% | +449.4% |
| 10Y | +4,271.9% | +2,006.3% | +2,265.5% | +1,433.6% |
| All | +4,271.9% | +2,040.2% | +2,231.7% | +1,433.6% |
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