+17,561.1%
LLY vs AA
+295.2%
+17,266.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -2.1% | -0.7% | -1.5% | -2.1% |
| 30D | -1.6% | +5.0% | -6.6% | -2.3% |
| 3M | +2.3% | -35.8% | +38.1% | +7.5% |
| 6M | +14.9% | -18.4% | +33.3% | +16.7% |
| YTD | +7.5% | -5.5% | +12.9% | +6.6% |
| 1Y | +55.7% | +61.0% | -5.3% | +43.6% |
| 3Y | +110.6% | +66.2% | +44.4% | +86.4% |
| 5Y | +363.4% | +11.4% | +352.0% | +309.4% |
| 10Y | +1,649.0% | +116.9% | +1,532.1% | +1,126.2% |
| All | +17,561.1% | +295.2% | +17,266.0% | +7,905.7% |
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