+3,448.2%
LLY vs AR
-32.8%
+3,481.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.6% |
| 7D | -0.7% | -11.7% | +11.0% | -0.1% |
| 30D | +17.9% | +1.8% | +16.1% | +17.7% |
| 3M | +16.8% | +6.0% | +10.9% | +16.4% |
| 6M | +38.4% | -7.0% | +45.5% | +38.7% |
| YTD | +27.6% | +5.6% | +22.0% | +26.8% |
| 1Y | +48.3% | +10.8% | +37.5% | +47.0% |
| 3Y | +145.4% | +19.3% | +126.0% | +140.6% |
| 5Y | +438.9% | +73.3% | +365.6% | +412.6% |
| 10Y | +2,101.6% | +47.6% | +2,054.0% | +1,954.5% |
| All | +3,448.2% | -32.8% | +3,481.1% | +3,298.8% |
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