+42.2%
LLY vs ARM
+29.6%
+12.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.2% |
| 7D | +6.7% | +9.1% | -2.4% | +6.9% |
| 30D | +19.6% | -19.9% | +39.5% | +18.9% |
| 3M | +19.7% | -31.6% | +51.3% | +18.9% |
| 6M | +42.7% | -13.9% | +56.6% | +37.6% |
| YTD | +35.1% | +74.3% | -39.2% | +27.1% |
| 1Y | +42.2% | +35.8% | +6.4% | +21.6% |
| All | +42.2% | +29.6% | +12.6% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling