+1,610.3%
LLY vs AG
+60.0%
+1,550.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -1.6% | +19.2% | -20.8% | -2.1% |
| 3M | +2.3% | +6.2% | -3.9% | +1.9% |
| 6M | +14.9% | -26.7% | +41.6% | +15.4% |
| YTD | +7.5% | +26.1% | -18.7% | +6.3% |
| 1Y | +55.7% | +131.7% | -76.0% | +51.3% |
| 3Y | +110.6% | +255.3% | -144.7% | +101.0% |
| 5Y | +363.4% | +61.9% | +301.5% | +346.5% |
| All | +1,610.3% | +60.0% | +1,550.3% | +1,597.3% |
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