+276,532.2%
AMZN vs LLY
+6,340.4%
+270,191.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.0% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | +3.2% | +21.5% | -18.2% | -3.5% |
| 3M | -2.6% | +16.4% | -19.0% | -7.8% |
| 6M | -0.7% | +51.5% | -52.2% | -14.4% |
| YTD | +17.4% | +33.9% | -16.6% | +4.0% |
| 1Y | +9.0% | +49.1% | -40.1% | -7.1% |
| 3Y | +88.7% | +144.6% | -55.9% | +28.9% |
| 5Y | +55.6% | +466.3% | -410.8% | -23.9% |
| 10Y | +629.7% | +2,024.1% | -1,394.4% | +100.6% |
| All | +276,532.2% | +6,340.4% | +270,191.8% | +30,744.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling