+2,053.0%
LLY vs APTV
-27.3%
+2,080.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +4.6% | -5.0% | +9.6% | +5.1% |
| 30D | +22.4% | -12.3% | +34.7% | +23.7% |
| 3M | +17.1% | -19.9% | +37.1% | +19.3% |
| 6M | +44.6% | -29.4% | +74.0% | +48.1% |
| YTD | +33.5% | -49.0% | +82.4% | +40.4% |
| 1Y | +41.1% | -53.1% | +94.2% | +49.6% |
| 3Y | +143.8% | -48.9% | +192.6% | +152.1% |
| 5Y | +473.4% | -77.2% | +550.6% | +530.9% |
| All | +2,053.0% | -27.3% | +2,080.3% | +2,108.1% |
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