+361.5%
LLY vs AKAM
-6.8%
+368.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -5.1% | -4.5% | -0.6% | -4.8% |
| 3M | -2.1% | -25.6% | +23.5% | +1.0% |
| 6M | +13.8% | +5.7% | +8.1% | +9.7% |
| YTD | +5.1% | +21.0% | -16.0% | -1.7% |
| 1Y | +53.1% | +33.9% | +19.2% | +40.5% |
| 3Y | +95.6% | +0.9% | +94.7% | +83.0% |
| 5Y | +361.5% | -6.9% | +368.4% | +335.2% |
| All | +361.5% | -6.8% | +368.3% | +335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling