+17,561.1%
LLY vs APA
+815.8%
+16,745.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.6% |
| 7D | -2.1% | +0.5% | -2.7% | -2.2% |
| 30D | -1.6% | +23.4% | -25.0% | -3.5% |
| 3M | +2.3% | +12.7% | -10.4% | +1.0% |
| 6M | +14.9% | +39.4% | -24.5% | +10.7% |
| YTD | +7.5% | +79.0% | -71.5% | +1.0% |
| 1Y | +55.7% | +88.8% | -33.1% | +45.2% |
| 3Y | +110.6% | +6.4% | +104.2% | +103.6% |
| 5Y | +363.4% | +153.0% | +210.4% | +300.7% |
| 10Y | +1,649.0% | +7.5% | +1,641.4% | +1,379.3% |
| All | +17,561.1% | +815.8% | +16,745.3% | +12,879.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling