+57.3%
LLY vs AU
+42.5%
+14.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | 0.0% |
| 7D | +10.1% | +0.8% | +9.3% | +10.0% |
| 30D | +24.0% | -7.0% | +31.0% | +24.7% |
| 3M | +27.3% | +8.5% | +18.7% | +26.0% |
| 6M | +47.0% | -1.3% | +48.2% | +45.4% |
| YTD | +32.6% | +6.8% | +25.8% | +26.1% |
| 1Y | +57.3% | +44.6% | +12.7% | +35.8% |
| All | +57.3% | +42.5% | +14.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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