+1,210.4%
AAPL vs LLY
+1,542.3%
-331.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | +1.0% | -5.1% | +6.1% | +2.3% |
| 3M | +5.0% | -2.1% | +7.0% | +5.2% |
| 6M | +23.0% | +13.8% | +9.2% | +18.2% |
| YTD | +16.6% | +5.1% | +11.5% | +13.8% |
| 1Y | +33.4% | +53.1% | -19.7% | +17.0% |
| 3Y | +79.9% | +95.6% | -15.8% | +39.5% |
| 5Y | +109.0% | +361.5% | -252.5% | +16.9% |
| 10Y | +1,210.4% | +1,545.2% | -334.7% | +372.2% |
| All | +1,210.4% | +1,542.3% | -331.9% | +372.2% |
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