+47.3%
AMZN vs LLY
+364.4%
-317.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -3.0% | -2.1% | -0.8% | -2.6% |
| 30D | -5.2% | -1.6% | -3.6% | -4.9% |
| 3M | +1.9% | +2.3% | -0.4% | +1.2% |
| 6M | +19.2% | +14.9% | +4.3% | +15.6% |
| YTD | +12.0% | +7.5% | +4.5% | +9.6% |
| 1Y | +9.7% | +55.7% | -46.0% | -1.1% |
| 3Y | +87.2% | +110.6% | -23.4% | +50.7% |
| All | +47.3% | +364.4% | -317.0% | -11.7% |
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