+2,049.9%
LLY vs APD
+187.5%
+1,862.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +1.4% | -1.2% | +2.5% | +1.7% |
| 30D | +21.5% | +11.0% | +10.5% | +18.0% |
| 3M | +18.5% | +2.6% | +15.9% | +17.6% |
| 6M | +49.1% | +4.8% | +44.3% | +46.6% |
| YTD | +34.4% | +31.0% | +3.4% | +23.0% |
| 1Y | +46.3% | +23.4% | +22.9% | +36.1% |
| 3Y | +145.5% | +28.4% | +117.1% | +120.8% |
| 5Y | +472.7% | +15.2% | +457.5% | +424.7% |
| 10Y | +2,049.9% | +190.7% | +1,859.3% | +1,289.3% |
| All | +2,049.9% | +187.5% | +1,862.5% | +1,289.3% |
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