+591.6%
AMZN vs LLY
+2,040.2%
-1,448.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.3% | +2.1% |
| 7D | +8.7% | +0.1% | +8.6% | +8.7% |
| 30D | +1.7% | +19.7% | -18.0% | -2.3% |
| 3M | -2.8% | +19.3% | -22.0% | -6.5% |
| 6M | -2.1% | +49.3% | -51.4% | -10.7% |
| YTD | +15.6% | +32.0% | -16.4% | +7.5% |
| 1Y | +9.2% | +53.7% | -44.5% | -2.2% |
| 3Y | +89.9% | +143.7% | -53.9% | +46.7% |
| 5Y | +49.3% | +463.9% | -414.6% | -10.1% |
| 10Y | +591.6% | +2,006.3% | -1,414.7% | +182.0% |
| All | +591.6% | +2,040.2% | -1,448.6% | +182.0% |
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 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