+139.5%
LLY vs AU
+547.8%
-408.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | +1.4% | +4.7% | -3.3% | +1.1% |
| 30D | +21.5% | -1.5% | +23.1% | +21.6% |
| 3M | +18.5% | -5.0% | +23.5% | +18.6% |
| 6M | +49.1% | -13.5% | +62.6% | +49.8% |
| YTD | +34.4% | +11.7% | +22.7% | +32.0% |
| 1Y | +46.3% | +21.3% | +25.0% | +42.8% |
| All | +139.5% | +547.8% | -408.3% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling