+2,049.9%
LLY vs AG
+72.5%
+1,977.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | +1.4% | -4.0% | +5.4% | +1.5% |
| 30D | +21.5% | -13.1% | +34.6% | +21.9% |
| 3M | +18.5% | -22.0% | +40.5% | +19.1% |
| 6M | +49.1% | -37.3% | +86.4% | +50.5% |
| YTD | +34.4% | -11.2% | +45.6% | +34.2% |
| 1Y | +46.3% | +23.9% | +22.4% | +44.9% |
| 3Y | +145.5% | +225.1% | -79.7% | +136.8% |
| 5Y | +472.7% | +7.7% | +464.9% | +458.4% |
| 10Y | +2,049.9% | +86.9% | +1,963.1% | +1,962.3% |
| All | +2,049.9% | +72.5% | +1,977.5% | +1,962.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling