+201.5%
AMD vs LLY
+443.8%
-242.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.2% |
| 7D | -11.0% | -4.5% | -6.6% | -10.4% |
| 30D | -30.5% | +13.9% | -44.4% | -31.9% |
| 3M | -8.2% | +13.8% | -22.0% | -10.3% |
| 6M | +6.6% | +37.6% | -31.0% | -0.6% |
| YTD | +109.7% | +26.6% | +83.1% | +97.6% |
| 1Y | +88.9% | +45.3% | +43.6% | +71.1% |
| 3Y | +301.8% | +132.2% | +169.6% | +215.6% |
| All | +201.5% | +443.8% | -242.3% | +39.8% |
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