+2,080.1%
LLY vs ASX
+962.9%
+1,117.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.5% |
| 7D | +6.7% | +12.4% | -5.7% | +5.3% |
| 30D | +19.6% | -19.8% | +39.4% | +21.7% |
| 3M | +19.7% | -10.3% | +30.0% | +19.7% |
| 6M | +42.7% | +1.2% | +41.5% | +38.4% |
| YTD | +35.1% | +123.0% | -87.9% | +15.5% |
| 1Y | +42.2% | +145.4% | -103.3% | +19.5% |
| 3Y | +140.8% | +368.6% | -227.8% | +78.6% |
| 5Y | +480.6% | +486.0% | -5.5% | +306.3% |
| All | +2,080.1% | +962.9% | +1,117.2% | +1,167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling