+643.8%
AMZN vs LLY
+2,025.7%
-1,381.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | +4.6% | -1.8% | +1.8% |
| 30D | +3.4% | +22.4% | -18.9% | -1.1% |
| 3M | +0.1% | +17.1% | -17.1% | -3.5% |
| 6M | +0.6% | +44.6% | -44.0% | -7.6% |
| YTD | +15.9% | +33.5% | -17.6% | +7.5% |
| 1Y | +9.5% | +41.1% | -31.6% | +0.2% |
| 3Y | +86.3% | +143.8% | -57.5% | +44.0% |
| 5Y | +51.7% | +473.4% | -421.6% | -8.9% |
| All | +643.8% | +2,025.7% | -1,381.8% | +204.5% |
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