+2,043.2%
LLY vs APD
+185.9%
+1,857.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -4.5% | -3.7% | -0.8% | -3.4% |
| 30D | +13.9% | +9.6% | +4.3% | +11.0% |
| 3M | +13.8% | +1.6% | +12.1% | +13.2% |
| 6M | +37.6% | +2.2% | +35.4% | +36.2% |
| YTD | +26.6% | +25.9% | +0.7% | +17.3% |
| 1Y | +45.3% | +20.1% | +25.2% | +36.3% |
| 3Y | +132.2% | +12.4% | +119.8% | +117.5% |
| 5Y | +434.7% | +11.1% | +423.5% | +394.7% |
| All | +2,043.2% | +185.9% | +1,857.3% | +1,284.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling