+143.7%
LLY vs AAL
+16.4%
+127.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.4% | -3.2% | +3.6% |
| 7D | +0.1% | +8.3% | -8.2% | -0.6% |
| 30D | +19.7% | +11.0% | +8.8% | +18.6% |
| 3M | +19.3% | -11.2% | +30.4% | +20.1% |
| 6M | +49.3% | +6.1% | +43.3% | +47.6% |
| YTD | +32.0% | -7.6% | +39.7% | +31.2% |
| 1Y | +53.7% | +3.7% | +50.0% | +51.3% |
| 3Y | +143.7% | +20.5% | +123.2% | +132.8% |
| All | +143.7% | +16.4% | +127.3% | +132.8% |
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