+110.6%
LLY vs AS
+133.7%
-23.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -0.7% | +7.1% | -7.8% | -1.5% |
| 30D | +17.9% | +12.8% | +5.1% | +16.2% |
| 3M | +16.8% | -14.7% | +31.6% | +18.8% |
| 6M | +38.4% | -9.9% | +48.4% | +39.5% |
| YTD | +27.6% | -16.1% | +43.7% | +29.2% |
| 1Y | +48.3% | +0.2% | +48.2% | +46.9% |
| All | +110.6% | +133.7% | -23.2% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling