+35.1%
AAPL vs LLY
+54.1%
-19.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -3.1% | +0.1% | -2.6% |
| 30D | +2.3% | -8.6% | +10.9% | +3.3% |
| 3M | +8.6% | -1.6% | +10.3% | +8.8% |
| 6M | +21.6% | +11.8% | +9.7% | +19.7% |
| YTD | +16.3% | +5.1% | +11.2% | +14.5% |
| 1Y | +35.1% | +50.7% | -15.7% | +36.5% |
| All | +35.1% | +54.1% | -19.0% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling