+132.2%
LLY vs AME
+62.2%
+70.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.3% |
| 7D | -4.5% | -5.2% | +0.7% | -3.5% |
| 30D | +13.9% | -8.0% | +21.9% | +15.7% |
| 3M | +13.8% | -8.9% | +22.7% | +15.7% |
| 6M | +37.6% | -5.0% | +42.6% | +38.1% |
| YTD | +26.6% | +11.9% | +14.7% | +20.2% |
| 1Y | +45.3% | +16.6% | +28.7% | +36.1% |
| 3Y | +132.2% | +62.5% | +69.8% | +91.7% |
| All | +132.2% | +62.2% | +70.0% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling