+95.6%
LLY vs AGI
+208.5%
-112.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -3.1% | +4.4% | -7.5% | -3.6% |
| 30D | -5.1% | +10.0% | -15.0% | -6.1% |
| 3M | -2.1% | +1.7% | -3.8% | -2.7% |
| 6M | +13.8% | -26.8% | +40.6% | +17.1% |
| YTD | +5.1% | -5.3% | +10.4% | +4.2% |
| 1Y | +53.1% | +11.5% | +41.6% | +48.2% |
| 3Y | +95.6% | +212.9% | -117.3% | +74.7% |
| All | +95.6% | +208.5% | -112.8% | +74.7% |
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