+433.7%
WMT vs LLY
+1,551.2%
-1,117.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.2% | -3.1% | +2.8% | +0.3% |
| 30D | -5.8% | -8.6% | +2.8% | -4.3% |
| 3M | -10.8% | -1.6% | -9.1% | -10.6% |
| 6M | -14.3% | +11.8% | -26.2% | -16.4% |
| YTD | -4.4% | +5.1% | -9.5% | -5.9% |
| 1Y | +4.3% | +50.7% | -46.4% | -4.3% |
| 3Y | +100.1% | +95.7% | +4.4% | +69.1% |
| 5Y | +130.8% | +390.2% | -259.3% | +55.0% |
| 10Y | +433.7% | +1,580.3% | -1,146.6% | +158.3% |
| All | +433.7% | +1,551.2% | -1,117.5% | +158.3% |
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