+133.6%
LLY vs ARM
+211.3%
-77.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.0% |
| 7D | -4.5% | -15.2% | +10.7% | -3.7% |
| 30D | +13.9% | -40.7% | +54.6% | +16.9% |
| 3M | +13.8% | -39.1% | +52.8% | +16.2% |
| 6M | +37.6% | -26.4% | +64.0% | +36.2% |
| YTD | +26.6% | +59.7% | -33.1% | +16.2% |
| 1Y | +45.3% | +10.3% | +35.0% | +37.7% |
| 3Y | +132.2% | +228.9% | -96.6% | +94.7% |
| All | +133.6% | +211.3% | -77.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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