+21,908.6%
LLY vs AA
+217.0%
+21,691.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.4% | +5.8% | +2.0% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +21.5% | -5.0% | +26.5% | +22.1% |
| 3M | +16.4% | -22.2% | +38.6% | +19.7% |
| 6M | +51.5% | -36.3% | +87.8% | +58.7% |
| YTD | +33.9% | -24.2% | +58.1% | +36.2% |
| 1Y | +49.1% | +3.9% | +45.2% | +45.4% |
| 3Y | +144.6% | +67.6% | +77.0% | +115.9% |
| 5Y | +466.3% | -8.8% | +475.2% | +414.6% |
| 10Y | +2,024.1% | +45.0% | +1,979.2% | +1,482.4% |
| All | +21,908.6% | +217.0% | +21,691.7% | +10,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling