+4,609.2%
LLY vs AGG
+95.5%
+4,513.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +6.7% | -1.5% | +8.3% | +6.9% |
| 30D | +19.6% | +0.6% | +18.9% | +19.5% |
| 3M | +19.7% | -1.6% | +21.3% | +19.8% |
| 6M | +42.7% | -1.6% | +44.3% | +42.9% |
| YTD | +35.1% | -1.5% | +36.7% | +35.3% |
| 1Y | +42.2% | -1.1% | +43.3% | +42.3% |
| 3Y | +140.8% | +13.6% | +127.2% | +140.8% |
| 5Y | +480.6% | -1.7% | +482.3% | +470.9% |
| 10Y | +2,061.9% | +16.1% | +2,045.7% | +2,084.1% |
| All | +4,609.2% | +95.5% | +4,513.7% | +4,593.9% |
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