+500.0%
APP vs LLY
+676.8%
-176.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.6% | +10.0% |
| 7D | +71.2% | -4.5% | +75.7% | +72.3% |
| 30D | +39.1% | +13.9% | +25.2% | +34.7% |
| 3M | +16.5% | +13.8% | +2.8% | +12.8% |
| 6M | -16.6% | +37.6% | -54.2% | -23.0% |
| YTD | -41.9% | +26.6% | -68.5% | -46.0% |
| 1Y | -37.0% | +45.3% | -82.4% | -44.2% |
| 3Y | +892.4% | +132.2% | +760.2% | +651.9% |
| 5Y | +297.3% | +434.7% | -137.4% | +122.6% |
| All | +500.0% | +676.8% | -176.8% | +215.6% |
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 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