+482.6%
LLY vs AKAM
-21.8%
+504.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.3% |
| 7D | +6.6% | +2.8% | +3.8% | +6.3% |
| 30D | +19.4% | -6.9% | +26.3% | +20.0% |
| 3M | +19.6% | -31.8% | +51.4% | +23.5% |
| 6M | +42.6% | -47.0% | +89.6% | +51.4% |
| YTD | +35.0% | -2.1% | +37.1% | +28.4% |
| 1Y | +42.0% | -3.7% | +45.7% | +35.5% |
| 3Y | +140.5% | -23.0% | +163.5% | +131.7% |
| All | +482.6% | -21.8% | +504.4% | +466.7% |
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 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