+57.3%
LLY vs AA
+13.9%
+43.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.6% |
| 7D | +10.1% | +0.9% | +9.1% | +10.0% |
| 30D | +24.0% | -6.4% | +30.5% | +24.2% |
| 3M | +27.3% | -13.0% | +40.2% | +27.8% |
| 6M | +47.0% | -34.6% | +81.6% | +48.6% |
| YTD | +32.6% | -23.0% | +55.6% | +33.2% |
| 1Y | +57.3% | +16.0% | +41.4% | +51.2% |
| All | +57.3% | +13.9% | +43.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling