+544.2%
WMT vs LLY
+2,052.4%
-1,508.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +2.0% | +6.7% | -4.7% | +0.8% |
| 30D | +10.3% | +19.6% | -9.3% | +6.6% |
| 3M | +11.0% | +19.7% | -8.8% | +7.2% |
| 6M | -2.3% | +42.7% | -45.1% | -8.8% |
| YTD | +15.7% | +35.1% | -19.4% | +8.6% |
| 1Y | +26.0% | +42.2% | -16.2% | +17.1% |
| 3Y | +136.5% | +140.8% | -4.3% | +93.1% |
| 5Y | +176.8% | +480.6% | -303.7% | +81.5% |
| All | +544.2% | +2,052.4% | -1,508.2% | +204.9% |
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