+132.2%
LLY vs APA
+24.2%
+108.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | -4.5% | -15.5% | +11.0% | -4.1% |
| 30D | +13.9% | +2.4% | +11.5% | +13.8% |
| 3M | +13.8% | +22.8% | -9.0% | +13.0% |
| 6M | +37.6% | +17.9% | +19.7% | +36.7% |
| YTD | +26.6% | +87.7% | -61.1% | +22.6% |
| 1Y | +45.3% | +94.2% | -48.8% | +40.3% |
| 3Y | +132.2% | +27.2% | +105.0% | +117.9% |
| All | +132.2% | +24.2% | +108.0% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling