+6,406.4%
AMD vs LLY
+1,642.9%
+4,763.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.9% |
| 7D | +2.6% | -2.1% | +4.7% | +3.2% |
| 30D | -0.9% | -1.6% | +0.7% | -0.9% |
| 3M | -8.7% | +2.3% | -11.0% | -10.5% |
| 6M | +136.3% | +14.9% | +121.5% | +122.5% |
| YTD | +123.0% | +7.5% | +115.5% | +112.1% |
| 1Y | +195.2% | +55.7% | +139.5% | +146.1% |
| 3Y | +336.3% | +110.6% | +225.7% | +214.6% |
| 5Y | +334.5% | +363.4% | -29.0% | +119.6% |
| All | +6,406.4% | +1,642.9% | +4,763.5% | +1,857.3% |
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