+390.2%
LLY vs AGG
-1.7%
+391.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -8.6% | -0.2% | -8.4% | -8.5% |
| 3M | -1.6% | -0.7% | -0.9% | -1.3% |
| 6M | +11.8% | -1.8% | +13.6% | +12.8% |
| YTD | +5.1% | -0.6% | +5.7% | +5.5% |
| 1Y | +50.7% | +0.4% | +50.4% | +50.7% |
| 3Y | +95.7% | +13.2% | +82.5% | +85.7% |
| 5Y | +390.2% | -2.0% | +392.1% | +357.0% |
| All | +390.2% | -1.7% | +391.9% | +357.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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