+57.3%
LLY vs APA
+107.6%
-50.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +0.4% |
| 7D | +10.1% | -13.0% | +23.0% | +9.6% |
| 30D | +24.0% | +2.0% | +22.1% | +24.2% |
| 3M | +27.3% | +24.9% | +2.4% | +28.4% |
| 6M | +47.0% | +7.2% | +39.8% | +46.4% |
| YTD | +32.6% | +87.1% | -54.5% | +33.3% |
| 1Y | +57.3% | +107.2% | -49.8% | +60.9% |
| All | +57.3% | +107.6% | -50.3% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling