+564.1%
AMZN vs LLY
+1,551.2%
-987.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.0% | -3.1% | +2.1% | -0.4% |
| 30D | -9.2% | -8.6% | -0.6% | -7.5% |
| 3M | +3.4% | -1.6% | +5.0% | +3.4% |
| 6M | +18.2% | +11.8% | +6.4% | +14.6% |
| YTD | +9.3% | +5.1% | +4.2% | +6.9% |
| 1Y | +5.9% | +50.7% | -44.8% | -5.3% |
| 3Y | +82.6% | +95.7% | -13.1% | +47.8% |
| 5Y | +44.9% | +390.2% | -345.3% | -10.5% |
| 10Y | +564.1% | +1,580.3% | -1,016.2% | +188.6% |
| All | +564.1% | +1,551.2% | -987.1% | +188.6% |
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