+4,609.2%
MU vs LLY
+2,041.7%
+2,567.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.5% | +11.8% |
| 7D | +2.0% | +1.4% | +0.7% | +1.9% |
| 30D | -18.0% | +21.5% | -39.5% | -21.7% |
| 3M | -6.6% | +18.5% | -25.0% | -10.5% |
| 6M | +2.0% | +49.1% | -47.1% | -8.8% |
| YTD | +184.5% | +34.4% | +150.1% | +158.9% |
| 1Y | +236.9% | +46.3% | +190.6% | +198.9% |
| 3Y | +987.0% | +145.5% | +841.5% | +710.6% |
| 5Y | +1,014.6% | +472.7% | +541.9% | +513.5% |
| 10Y | +4,609.2% | +2,050.0% | +2,559.3% | +1,525.5% |
| All | +4,609.2% | +2,041.7% | +2,567.5% | +1,525.5% |
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