+1,545.2%
LLY vs AA
+121.7%
+1,423.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.8% | -2.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -5.1% | +3.3% | -8.4% | -5.2% |
| 3M | -2.1% | -29.4% | +27.4% | -0.7% |
| 6M | +13.8% | -12.8% | +26.7% | +14.2% |
| YTD | +5.1% | -2.1% | +7.2% | +4.7% |
| 1Y | +53.1% | +62.8% | -9.6% | +48.8% |
| 3Y | +95.6% | +90.5% | +5.2% | +86.4% |
| 5Y | +361.5% | +19.1% | +342.4% | +342.0% |
| 10Y | +1,545.2% | +124.8% | +1,420.4% | +1,243.6% |
| All | +1,545.2% | +121.7% | +1,423.5% | +1,243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling