+132.2%
LLY vs ASX
+324.2%
-192.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.1% |
| 7D | -4.5% | -19.9% | +15.4% | -3.7% |
| 30D | +13.9% | -30.9% | +44.8% | +15.4% |
| 3M | +13.8% | -15.1% | +28.8% | +13.6% |
| 6M | +37.6% | -6.5% | +44.1% | +34.2% |
| YTD | +26.6% | +98.4% | -71.8% | +10.3% |
| 1Y | +45.3% | +107.9% | -62.5% | +25.4% |
| 3Y | +132.2% | +325.3% | -193.1% | +74.8% |
| All | +132.2% | +324.2% | -192.0% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling