+53.1%
LLY vs APA
+96.0%
-42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | -3.1% | -1.7% | -1.4% | -3.1% |
| 30D | -5.1% | +15.7% | -20.8% | -5.2% |
| 3M | -2.1% | +16.5% | -18.5% | -2.3% |
| 6M | +13.8% | +35.1% | -21.3% | +11.8% |
| YTD | +5.1% | +82.2% | -77.1% | +0.7% |
| 1Y | +53.1% | +102.5% | -49.3% | +42.8% |
| All | +53.1% | +96.0% | -42.8% | +42.8% |
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