+2,888.3%
LLY vs AR
-27.2%
+2,915.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -1.6% | +14.8% | -16.4% | -2.3% |
| 3M | +2.3% | +6.2% | -3.9% | +1.9% |
| 6M | +14.9% | +4.3% | +10.6% | +14.4% |
| YTD | +7.5% | +14.4% | -6.9% | +6.5% |
| 1Y | +55.7% | +21.3% | +34.4% | +53.6% |
| 3Y | +110.6% | +39.8% | +70.8% | +105.0% |
| 5Y | +363.4% | +142.1% | +221.3% | +333.9% |
| 10Y | +1,649.0% | +52.0% | +1,596.9% | +1,531.5% |
| All | +2,888.3% | -27.2% | +2,915.5% | +2,753.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling