+3,535.4%
LLY vs AGG
+96.0%
+3,439.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -2.9% | -1.1% | -1.9% | -2.9% |
| 30D | -8.4% | -1.1% | -7.3% | -8.4% |
| 3M | -3.8% | -1.9% | -1.8% | -3.6% |
| 6M | +11.9% | -1.7% | +13.7% | +12.1% |
| YTD | +4.3% | -1.3% | +5.6% | +4.4% |
| 1Y | +48.5% | -0.7% | +49.2% | +48.6% |
| 3Y | +91.2% | +12.5% | +78.8% | +91.1% |
| 5Y | +387.5% | -2.5% | +390.0% | +378.6% |
| 10Y | +1,567.6% | +14.2% | +1,553.4% | +1,579.9% |
| All | +3,535.4% | +96.0% | +3,439.4% | +3,523.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling