+108.9%
LLY vs AS
+134.9%
-26.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.5% | +6.9% | -11.4% | -5.3% |
| 30D | +13.9% | +16.0% | -2.1% | +11.9% |
| 3M | +13.8% | -12.8% | +26.6% | +15.4% |
| 6M | +37.6% | -15.4% | +53.0% | +39.8% |
| YTD | +26.6% | -15.7% | +42.3% | +28.1% |
| 1Y | +45.3% | +6.1% | +39.3% | +43.1% |
| All | +108.9% | +134.9% | -26.0% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling