+140.8%
LLY vs AGI
+127.5%
+13.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | +6.7% | -10.1% | +16.9% | +7.7% |
| 30D | +19.6% | -6.5% | +26.1% | +20.0% |
| 3M | +19.7% | -12.8% | +32.5% | +20.8% |
| 6M | +42.7% | -34.3% | +77.0% | +48.1% |
| YTD | +35.1% | -25.6% | +60.7% | +36.7% |
| 1Y | +42.2% | -14.2% | +56.4% | +40.9% |
| 3Y | +140.8% | +127.3% | +13.5% | +115.7% |
| All | +140.8% | +127.5% | +13.3% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling