+1,580.3%
LLY vs APTV
-21.3%
+1,601.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | -8.6% | -10.6% | +2.0% | -7.8% |
| 3M | -1.6% | -35.0% | +33.4% | +1.8% |
| 6M | +11.8% | -38.9% | +50.7% | +15.9% |
| YTD | +5.1% | -41.5% | +46.6% | +9.2% |
| 1Y | +50.7% | -45.8% | +96.5% | +57.6% |
| 3Y | +95.7% | -55.7% | +151.4% | +105.0% |
| 5Y | +390.2% | -70.1% | +460.3% | +424.5% |
| 10Y | +1,580.3% | -19.1% | +1,599.4% | +1,633.0% |
| All | +1,580.3% | -21.3% | +1,601.6% | +1,633.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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