+135.5%
LLY vs ARM
+197.2%
-61.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.1% | +9.3% | -3.1% |
| 7D | -0.7% | -27.1% | +26.5% | +0.9% |
| 30D | +17.9% | -44.9% | +62.8% | +21.5% |
| 3M | +16.8% | -39.3% | +56.1% | +19.3% |
| 6M | +38.4% | -20.2% | +58.6% | +35.8% |
| YTD | +27.6% | +52.5% | -24.9% | +17.4% |
| 1Y | +48.3% | +4.1% | +44.3% | +41.0% |
| 3Y | +145.4% | +211.7% | -66.3% | +106.4% |
| All | +135.5% | +197.2% | -61.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling