+78.7%
AAPL vs LLY
+95.4%
-16.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -2.7% | -3.1% | +0.4% | -2.3% |
| 30D | +1.0% | -5.1% | +6.1% | +1.7% |
| 3M | +5.0% | -2.1% | +7.0% | +5.1% |
| 6M | +23.0% | +13.8% | +9.2% | +20.7% |
| YTD | +16.6% | +5.1% | +11.5% | +15.2% |
| 1Y | +33.4% | +53.1% | -19.7% | +25.3% |
| All | +78.7% | +95.4% | -16.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling