+2,080.1%
LLY vs AR
+57.4%
+2,022.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.7% | +7.4% | -0.6% | +6.4% |
| 30D | +19.6% | +5.8% | +13.8% | +19.2% |
| 3M | +19.7% | +5.2% | +14.5% | +19.3% |
| 6M | +42.7% | +5.4% | +37.3% | +42.1% |
| YTD | +35.1% | +12.4% | +22.7% | +33.9% |
| 1Y | +42.2% | +12.8% | +29.4% | +40.8% |
| 3Y | +140.8% | +47.2% | +93.6% | +134.1% |
| 5Y | +480.6% | +101.1% | +379.4% | +450.1% |
| All | +2,080.1% | +57.4% | +2,022.8% | +1,968.7% |
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