+3,329.0%
LLY vs AGI
+5,459.2%
-2,130.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -1.6% | +18.2% | -19.8% | -2.1% |
| 3M | +2.3% | -4.1% | +6.4% | +2.3% |
| 6M | +14.9% | -28.7% | +43.6% | +15.6% |
| YTD | +7.5% | -4.0% | +11.4% | +7.3% |
| 1Y | +55.7% | +17.4% | +38.3% | +54.6% |
| 3Y | +110.6% | +203.0% | -92.4% | +104.7% |
| 5Y | +363.4% | +376.7% | -13.2% | +345.5% |
| 10Y | +1,649.0% | +407.5% | +1,241.5% | +1,562.7% |
| All | +3,329.0% | +5,459.2% | -2,130.2% | +3,502.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling