+109.4%
AAPL vs LLY
+364.4%
-255.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | +0.1% | -2.1% | +2.2% | +0.5% |
| 30D | +3.0% | -1.6% | +4.6% | +3.2% |
| 3M | +2.9% | +2.3% | +0.6% | +2.3% |
| 6M | +22.1% | +14.9% | +7.2% | +18.6% |
| YTD | +18.0% | +7.5% | +10.6% | +15.6% |
| 1Y | +33.9% | +55.7% | -21.8% | +22.0% |
| 3Y | +71.2% | +110.6% | -39.4% | +39.3% |
| All | +109.4% | +364.4% | -255.0% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling