+1,560.7%
LLY vs AU
+694.8%
+865.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.1% |
| 7D | -3.2% | -7.0% | +3.8% | -2.9% |
| 30D | -7.4% | +7.3% | -14.7% | -7.7% |
| 3M | -1.0% | +33.2% | -34.2% | -2.2% |
| 6M | +12.5% | -0.6% | +13.1% | +12.1% |
| YTD | +5.0% | +26.2% | -21.2% | +3.6% |
| 1Y | +49.8% | +68.3% | -18.5% | +46.3% |
| 3Y | +95.5% | +592.1% | -496.6% | +82.6% |
| 5Y | +390.7% | +685.3% | -294.6% | +355.9% |
| All | +1,560.7% | +694.8% | +865.8% | +1,487.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling