+196.6%
AMD vs LLY
+430.9%
-234.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.8% | -13.5% | -16.7% |
| 7D | -28.6% | -0.7% | -28.0% | -28.5% |
| 30D | -37.7% | +17.9% | -55.6% | -39.3% |
| 3M | -16.1% | +16.8% | -32.9% | -18.3% |
| 6M | +13.8% | +38.4% | -24.6% | +6.2% |
| YTD | +88.8% | +27.6% | +61.2% | +78.1% |
| 1Y | +57.8% | +48.3% | +9.4% | +42.5% |
| 3Y | +260.3% | +145.4% | +114.9% | +181.0% |
| 5Y | +196.6% | +438.9% | -242.3% | +37.3% |
| All | +196.6% | +430.9% | -234.3% | +37.3% |
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 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