+473.4%
LLY vs AGI
+245.8%
+227.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.4% |
| 7D | +4.6% | -7.5% | +12.1% | +5.2% |
| 30D | +22.4% | -9.9% | +32.2% | +23.1% |
| 3M | +17.1% | -14.2% | +31.3% | +18.2% |
| 6M | +44.6% | -35.2% | +79.8% | +49.1% |
| YTD | +33.5% | -25.2% | +58.7% | +35.0% |
| 1Y | +41.1% | -14.3% | +55.4% | +40.9% |
| 3Y | +143.8% | +127.7% | +16.1% | +126.0% |
| 5Y | +473.4% | +243.4% | +229.9% | +437.0% |
| All | +473.4% | +245.8% | +227.5% | +437.0% |
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