+525.5%
WMT vs LLY
+2,041.7%
-1,516.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +11.1% | +21.5% | -10.4% | +7.1% |
| 3M | +11.2% | +18.5% | -7.2% | +7.7% |
| 6M | -1.3% | +49.1% | -50.4% | -8.5% |
| YTD | +13.5% | +34.4% | -20.9% | +6.7% |
| 1Y | +22.5% | +46.3% | -23.8% | +13.3% |
| 3Y | +134.1% | +145.5% | -11.4% | +90.3% |
| 5Y | +170.3% | +472.7% | -302.4% | +77.7% |
| 10Y | +525.5% | +2,049.9% | -1,524.5% | +195.5% |
| All | +525.5% | +2,041.7% | -1,516.2% | +195.5% |
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