+2,024.1%
LLY vs APD
+188.9%
+1,835.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +1.6% | -0.2% | +1.9% | +1.7% |
| 30D | +21.5% | +11.0% | +10.4% | +17.9% |
| 3M | +16.4% | +2.0% | +14.4% | +15.7% |
| 6M | +51.5% | +7.1% | +44.4% | +47.9% |
| YTD | +33.9% | +29.8% | +4.2% | +23.0% |
| 1Y | +49.1% | +24.0% | +25.1% | +38.5% |
| 3Y | +144.6% | +27.2% | +117.5% | +120.6% |
| 5Y | +466.3% | +12.8% | +453.6% | +422.8% |
| 10Y | +2,024.1% | +185.0% | +1,839.1% | +1,260.6% |
| All | +2,024.1% | +188.9% | +1,835.3% | +1,260.6% |
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