+1,560.7%
LLY vs AGI
+388.9%
+1,171.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | -3.2% | -5.3% | +2.1% | -2.9% |
| 30D | -7.4% | +6.8% | -14.2% | -7.8% |
| 3M | -1.0% | +8.3% | -9.3% | -1.6% |
| 6M | +12.5% | -29.2% | +41.7% | +13.9% |
| YTD | +5.0% | -7.3% | +12.3% | +4.9% |
| 1Y | +49.8% | +8.0% | +41.7% | +48.4% |
| 3Y | +95.5% | +206.6% | -111.1% | +86.7% |
| 5Y | +390.7% | +398.1% | -7.5% | +361.6% |
| All | +1,560.7% | +388.9% | +1,171.8% | +1,477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling