+483.3%
LLY vs AG
0.0%
+483.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +6.7% | -10.0% | +16.7% | +7.2% |
| 30D | +19.6% | -10.5% | +30.1% | +20.0% |
| 3M | +19.7% | -27.3% | +47.0% | +21.1% |
| 6M | +42.7% | -43.0% | +85.7% | +45.6% |
| YTD | +35.1% | -17.9% | +53.0% | +35.1% |
| 1Y | +42.2% | +11.9% | +30.3% | +40.1% |
| 3Y | +140.8% | +201.8% | -61.0% | +123.8% |
| All | +483.3% | 0.0% | +483.3% | +463.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling