+261.6%
APP vs LLY
+430.9%
-169.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.8% | +34.8% | +31.7% |
| 7D | +39.7% | -0.7% | +40.3% | +39.4% |
| 30D | +27.7% | +17.9% | +9.8% | +22.9% |
| 3M | -14.8% | +16.8% | -31.6% | -18.0% |
| 6M | -25.5% | +38.4% | -64.0% | -31.2% |
| YTD | -47.2% | +27.6% | -74.8% | -50.9% |
| 1Y | -42.3% | +48.3% | -90.6% | -49.1% |
| 3Y | +806.8% | +145.4% | +661.4% | +574.7% |
| 5Y | +261.6% | +438.9% | -177.3% | +74.3% |
| All | +261.6% | +430.9% | -169.3% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling