+390.2%
LLY vs AGI
+392.7%
-2.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.1% | +2.2% | -5.3% | -3.3% |
| 30D | -8.6% | +11.3% | -19.9% | -9.5% |
| 3M | -1.6% | +5.6% | -7.3% | -2.4% |
| 6M | +11.8% | -27.7% | +39.5% | +14.3% |
| YTD | +5.1% | -4.1% | +9.2% | +4.5% |
| 1Y | +50.7% | +13.8% | +36.9% | +47.3% |
| 3Y | +95.7% | +217.0% | -121.4% | +79.3% |
| 5Y | +390.2% | +404.3% | -14.2% | +346.7% |
| All | +390.2% | +392.7% | -2.5% | +346.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling