+482.6%
LLY vs AA
-17.9%
+500.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | +6.6% | +0.5% | +6.1% | +6.6% |
| 30D | +19.4% | -0.6% | +20.0% | +19.4% |
| 3M | +19.6% | -19.7% | +39.2% | +20.2% |
| 6M | +42.6% | -41.6% | +84.1% | +44.3% |
| YTD | +35.0% | -24.6% | +59.6% | +35.6% |
| 1Y | +42.0% | +4.9% | +37.1% | +41.3% |
| 3Y | +140.5% | +66.8% | +73.7% | +134.7% |
| All | +482.6% | -17.9% | +500.6% | +491.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling