+140.8%
LLY vs AAL
+12.6%
+128.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | +6.7% | -0.1% | +6.8% | +6.7% |
| 30D | +19.6% | +11.7% | +7.9% | +18.5% |
| 3M | +19.7% | -12.5% | +32.3% | +20.8% |
| 6M | +42.7% | +3.6% | +39.1% | +41.3% |
| YTD | +35.1% | -14.1% | +49.2% | +35.2% |
| 1Y | +42.2% | +0.8% | +41.4% | +40.4% |
| 3Y | +140.8% | +11.8% | +129.0% | +127.6% |
| All | +140.8% | +12.6% | +128.2% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 3y: compounded portfolio wealth divided by compounded AAL 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…
3y analysis · Full analysis span regression · 6 months rolling