-55.4%
APP vs LLY
+60.1%
-115.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.8% |
| 7D | +4.5% | +10.1% | -5.5% | +6.8% |
| 30D | -3.6% | +24.0% | -27.7% | +1.2% |
| 3M | -35.3% | +27.3% | -62.5% | -31.4% |
| 6M | -42.8% | +47.0% | -89.7% | -36.0% |
| YTD | -59.7% | +32.6% | -92.3% | -55.7% |
| 1Y | -55.4% | +57.3% | -112.7% | -47.6% |
| All | -55.4% | +60.1% | -115.4% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling