+49.1%
LLY vs APTV
-52.9%
+102.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +1.6% | -4.3% | +5.9% | +1.8% |
| 30D | +21.5% | -9.7% | +31.1% | +21.9% |
| 3M | +16.4% | -20.6% | +37.0% | +17.0% |
| 6M | +51.5% | -31.7% | +83.2% | +51.2% |
| YTD | +33.9% | -48.0% | +81.9% | +34.1% |
| 1Y | +49.1% | -52.1% | +101.2% | +50.5% |
| All | +49.1% | -52.9% | +102.0% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling