+144.6%
LLY vs ARM
+249.0%
-104.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +1.6% | -10.4% | +12.0% | +2.1% |
| 30D | +21.5% | -31.8% | +53.3% | +23.5% |
| 3M | +16.4% | -32.2% | +48.7% | +18.1% |
| 6M | +51.5% | -14.9% | +66.4% | +48.4% |
| YTD | +33.9% | +66.0% | -32.1% | +23.1% |
| 1Y | +49.1% | +17.2% | +31.9% | +41.0% |
| 3Y | +144.6% | +247.2% | -102.6% | +116.0% |
| All | +144.6% | +249.0% | -104.4% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling