+4,293.7%
LLY vs AG
+294.5%
+3,999.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -4.5% | +6.3% | -10.8% | -4.7% |
| 30D | +13.9% | -8.9% | +22.9% | +14.2% |
| 3M | +13.8% | -12.2% | +26.0% | +14.1% |
| 6M | +37.6% | -28.3% | +65.9% | +38.8% |
| YTD | +26.6% | -8.8% | +35.4% | +26.0% |
| 1Y | +45.3% | +39.4% | +6.0% | +42.1% |
| 3Y | +132.2% | +229.4% | -97.2% | +116.7% |
| 5Y | +434.7% | +14.5% | +420.1% | +413.2% |
| 10Y | +2,084.3% | +82.7% | +2,001.6% | +1,879.5% |
| All | +4,293.7% | +294.5% | +3,999.2% | +2,994.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling