+520.8%
APP vs LLY
+724.6%
-203.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | +48.9% | +1.4% | +47.6% | +48.3% |
| 30D | +49.4% | +21.5% | +27.9% | +43.0% |
| 3M | +27.0% | +18.5% | +8.6% | +22.1% |
| 6M | -15.4% | +49.1% | -64.5% | -23.1% |
| YTD | -39.9% | +34.4% | -74.3% | -44.8% |
| 1Y | -32.0% | +46.3% | -78.3% | -39.2% |
| 3Y | +824.3% | +145.5% | +678.9% | +593.8% |
| 5Y | +252.4% | +472.7% | -220.2% | +95.0% |
| All | +520.8% | +724.6% | -203.8% | +223.1% |
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 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