+95.6%
LLY vs APTV
-54.7%
+150.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.9% |
| 7D | -3.1% | +2.0% | -5.1% | -3.2% |
| 30D | -5.1% | -7.7% | +2.6% | -4.6% |
| 3M | -2.1% | -34.0% | +31.9% | +0.5% |
| 6M | +13.8% | -37.1% | +50.9% | +16.9% |
| YTD | +5.1% | -39.9% | +45.0% | +8.1% |
| 1Y | +53.1% | -44.4% | +97.6% | +58.4% |
| 3Y | +95.6% | -54.5% | +150.1% | +102.8% |
| All | +95.6% | -54.7% | +150.3% | +102.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling