+132.2%
LLY vs AR
+19.9%
+112.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.5% | -14.3% | +9.8% | -3.5% |
| 30D | +13.9% | +1.4% | +12.5% | +13.7% |
| 3M | +13.8% | +3.4% | +10.4% | +13.2% |
| 6M | +37.6% | -2.1% | +39.7% | +37.4% |
| YTD | +26.6% | +4.7% | +21.9% | +24.9% |
| 1Y | +45.3% | +10.6% | +34.8% | +42.5% |
| 3Y | +132.2% | +24.6% | +107.6% | +122.6% |
| All | +132.2% | +19.9% | +112.3% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling