+57.3%
LLY vs APD
+36.4%
+21.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.4% |
| 7D | +10.1% | +3.8% | +6.3% | +9.6% |
| 30D | +24.0% | +14.1% | +9.9% | +22.5% |
| 3M | +27.3% | +8.2% | +19.1% | +26.3% |
| 6M | +47.0% | +7.5% | +39.4% | +46.9% |
| YTD | +32.6% | +31.7% | +0.9% | +27.6% |
| 1Y | +57.3% | +35.1% | +22.3% | +51.1% |
| All | +57.3% | +36.4% | +21.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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