+2,024.1%
LLY vs AR
+52.4%
+1,971.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.3% | +1.5% | +5.6% |
| 7D | +1.6% | -5.8% | +7.4% | +1.9% |
| 30D | +21.5% | +4.8% | +16.6% | +21.1% |
| 3M | +16.4% | +1.5% | +14.9% | +16.2% |
| 6M | +51.5% | +4.7% | +46.8% | +50.9% |
| YTD | +33.9% | +9.2% | +24.7% | +32.9% |
| 1Y | +49.1% | +11.2% | +37.9% | +47.8% |
| 3Y | +144.6% | +46.2% | +98.4% | +138.0% |
| 5Y | +466.3% | +98.1% | +368.3% | +437.1% |
| 10Y | +2,024.1% | +54.5% | +1,969.6% | +1,921.2% |
| All | +2,024.1% | +52.4% | +1,971.7% | +1,921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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