+4,158.1%
LLY vs AGI
+4,227.8%
-69.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | +4.6% | -7.5% | +12.1% | +4.8% |
| 30D | +22.4% | -9.9% | +32.2% | +22.6% |
| 3M | +17.1% | -14.2% | +31.3% | +17.5% |
| 6M | +44.6% | -35.2% | +79.8% | +45.9% |
| YTD | +33.5% | -25.2% | +58.7% | +34.0% |
| 1Y | +41.1% | -14.3% | +55.4% | +41.2% |
| 3Y | +143.8% | +127.7% | +16.1% | +138.5% |
| 5Y | +473.4% | +243.4% | +229.9% | +455.1% |
| 10Y | +2,035.0% | +384.1% | +1,650.8% | +1,935.2% |
| All | +4,158.1% | +4,227.8% | -69.7% | +4,398.4% |
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