+2,053.0%
LLY vs AG
+80.4%
+1,972.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.6% |
| 7D | +4.6% | -6.0% | +10.6% | +4.7% |
| 30D | +22.4% | -14.3% | +36.7% | +22.8% |
| 3M | +17.1% | -26.9% | +44.1% | +17.9% |
| 6M | +44.6% | -42.1% | +86.8% | +46.3% |
| YTD | +33.5% | -15.9% | +49.3% | +33.5% |
| 1Y | +41.1% | +11.5% | +29.6% | +40.1% |
| 3Y | +143.8% | +208.0% | -64.2% | +135.4% |
| 5Y | +473.4% | +2.4% | +470.9% | +459.8% |
| All | +2,053.0% | +80.4% | +1,972.6% | +1,991.4% |
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