+2,053.0%
LLY vs AKAM
+31.6%
+2,021.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +4.6% | +11.2% | -6.6% | +2.7% |
| 30D | +22.4% | -13.4% | +35.7% | +24.7% |
| 3M | +17.1% | -29.5% | +46.6% | +22.9% |
| 6M | +44.6% | -42.1% | +86.8% | +55.9% |
| YTD | +33.5% | -0.8% | +34.2% | +25.9% |
| 1Y | +41.1% | -3.9% | +45.0% | +34.0% |
| 3Y | +143.8% | -21.9% | +165.6% | +135.6% |
| 5Y | +473.4% | -22.4% | +495.7% | +447.5% |
| All | +2,053.0% | +31.6% | +2,021.4% | +1,648.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 10y: compounded portfolio wealth divided by compounded AKAM 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…
10y analysis · Full analysis span regression · 6 months rolling