+295.9%
APP vs LLY
+467.1%
-171.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +4.0% |
| 7D | +79.2% | +0.1% | +79.1% | +78.8% |
| 30D | +48.0% | +19.7% | +28.3% | +42.1% |
| 3M | +18.2% | +19.3% | -1.0% | +13.5% |
| 6M | -12.5% | +49.3% | -61.8% | -20.4% |
| YTD | -39.2% | +32.0% | -71.2% | -43.8% |
| 1Y | -33.9% | +53.7% | -87.6% | -42.0% |
| 3Y | +933.3% | +143.7% | +789.5% | +673.1% |
| 5Y | +295.9% | +463.9% | -168.0% | +87.6% |
| All | +295.9% | +467.1% | -171.3% | +87.6% |
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 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