+1,361.6%
AAPL vs LLY
+2,025.7%
-664.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +3.2% | +4.6% | -1.4% | +2.0% |
| 30D | +4.1% | +22.4% | -18.3% | -1.3% |
| 3M | +17.5% | +17.1% | +0.4% | +12.6% |
| 6M | +20.6% | +44.6% | -24.1% | +9.1% |
| YTD | +31.0% | +33.5% | -2.5% | +20.0% |
| 1Y | +30.2% | +41.1% | -10.9% | +17.4% |
| 3Y | +92.9% | +143.8% | -50.9% | +41.6% |
| 5Y | +142.4% | +473.4% | -330.9% | +28.3% |
| All | +1,361.6% | +2,025.7% | -664.1% | +388.2% |
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