+42.0%
LLY vs AS
-3.7%
+45.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +6.6% | -4.9% | +11.5% | +7.4% |
| 30D | +19.4% | +3.9% | +15.5% | +18.8% |
| 3M | +19.6% | -9.6% | +29.2% | +21.1% |
| 6M | +42.6% | -8.7% | +51.2% | +43.1% |
| YTD | +35.0% | -19.8% | +54.8% | +35.4% |
| 1Y | +42.0% | -1.5% | +43.6% | +40.1% |
| All | +42.0% | -3.7% | +45.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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