+2,006.3%
LLY vs APD
+192.6%
+1,813.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.2% | +3.7% |
| 7D | +0.1% | -1.6% | +1.6% | +0.6% |
| 30D | +19.7% | +10.6% | +9.1% | +16.4% |
| 3M | +19.3% | +2.5% | +16.7% | +18.4% |
| 6M | +49.3% | +6.0% | +43.4% | +46.3% |
| YTD | +32.0% | +28.4% | +3.6% | +21.6% |
| 1Y | +53.7% | +22.2% | +31.6% | +43.4% |
| 3Y | +143.7% | +26.6% | +117.2% | +120.0% |
| 5Y | +463.9% | +11.8% | +452.1% | +421.8% |
| 10Y | +2,006.3% | +187.8% | +1,818.6% | +1,239.9% |
| All | +2,006.3% | +192.6% | +1,813.8% | +1,239.9% |
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