+98.3%
LLY vs ARM
+349.4%
-251.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.1% |
| 7D | -2.1% | +5.5% | -7.6% | -2.5% |
| 30D | -1.6% | -8.2% | +6.6% | -1.2% |
| 3M | +2.3% | -35.9% | +38.2% | +4.7% |
| 6M | +14.9% | +103.1% | -88.2% | +5.3% |
| YTD | +7.5% | +130.6% | -123.2% | -2.7% |
| 1Y | +55.7% | +86.1% | -30.4% | +43.1% |
| All | +98.3% | +349.4% | -251.0% | +69.1% |
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 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