+3,629.6%
LLY vs AG
+445.6%
+3,184.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | +2.3% | +6.2% | -3.9% | +1.8% |
| 6M | +14.9% | -26.7% | +41.6% | +15.8% |
| YTD | +7.5% | +26.1% | -18.7% | +5.7% |
| 1Y | +55.7% | +131.7% | -76.0% | +49.1% |
| 3Y | +110.6% | +255.3% | -144.7% | +95.8% |
| 5Y | +363.4% | +61.9% | +301.5% | +339.1% |
| 10Y | +1,649.0% | +72.0% | +1,576.9% | +1,493.9% |
| All | +3,629.6% | +445.6% | +3,184.0% | +2,497.2% |
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