+20,705.6%
LLY vs APA
+860.5%
+19,845.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -4.5% | -15.5% | +11.0% | -3.1% |
| 30D | +13.9% | +2.4% | +11.5% | +13.5% |
| 3M | +13.8% | +22.8% | -9.0% | +11.4% |
| 6M | +37.6% | +17.9% | +19.7% | +35.0% |
| YTD | +26.6% | +87.7% | -61.1% | +18.3% |
| 1Y | +45.3% | +94.2% | -48.8% | +35.2% |
| 3Y | +132.2% | +27.2% | +105.0% | +120.5% |
| 5Y | +434.7% | +74.1% | +360.5% | +380.4% |
| 10Y | +2,084.3% | +2.6% | +2,081.7% | +1,761.2% |
| All | +20,705.6% | +860.5% | +19,845.2% | +15,095.7% |
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