+20,705.6%
LLY vs AA
+213.5%
+20,492.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | -4.5% | +0.9% | -5.4% | -4.6% |
| 30D | +13.9% | -6.7% | +20.6% | +14.7% |
| 3M | +13.8% | -16.3% | +30.1% | +15.9% |
| 6M | +37.6% | -37.1% | +74.7% | +44.4% |
| YTD | +26.6% | -25.0% | +51.6% | +28.9% |
| 1Y | +45.3% | +8.6% | +36.8% | +41.0% |
| 3Y | +132.2% | +57.2% | +75.0% | +106.8% |
| 5Y | +434.7% | -13.0% | +447.7% | +389.0% |
| 10Y | +2,084.3% | +65.5% | +2,018.8% | +1,486.9% |
| All | +20,705.6% | +213.5% | +20,492.1% | +9,580.8% |
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