+803.3%
APP vs LLY
+143.9%
+659.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.8% | +34.8% | +31.5% |
| 7D | +39.7% | -0.7% | +40.3% | +39.4% |
| 30D | +27.7% | +17.9% | +9.8% | +23.5% |
| 3M | -14.8% | +16.8% | -31.6% | -17.6% |
| 6M | -25.5% | +38.4% | -64.0% | -30.5% |
| YTD | -47.2% | +27.6% | -74.8% | -50.3% |
| 1Y | -42.3% | +48.3% | -90.6% | -48.7% |
| All | +803.3% | +143.9% | +659.4% | +587.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling