+3,281.7%
LLY vs AKAM
-4.3%
+3,286.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.1% | -2.1% | -0.1% | -2.0% |
| 30D | -1.6% | -13.9% | +12.3% | -0.7% |
| 3M | +2.3% | -33.8% | +36.1% | +4.9% |
| 6M | +14.9% | +2.2% | +12.7% | +13.6% |
| YTD | +7.5% | +20.6% | -13.1% | +4.9% |
| 1Y | +55.7% | +36.3% | +19.4% | +50.4% |
| 3Y | +110.6% | -0.1% | +110.7% | +106.5% |
| 5Y | +363.4% | -7.5% | +371.0% | +355.3% |
| 10Y | +1,649.0% | +90.2% | +1,558.8% | +1,531.2% |
| All | +3,281.7% | -4.3% | +3,286.1% | +2,423.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling