+390.2%
LLY vs AU
+688.4%
-298.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -8.6% | +12.3% | -20.9% | -9.3% |
| 3M | -1.6% | +29.4% | -31.0% | -3.4% |
| 6M | +11.8% | +3.2% | +8.6% | +11.0% |
| YTD | +5.1% | +31.8% | -26.7% | +2.6% |
| 1Y | +50.7% | +83.4% | -32.7% | +44.3% |
| 3Y | +95.7% | +623.1% | -527.4% | +74.0% |
| 5Y | +390.2% | +700.5% | -310.3% | +338.6% |
| All | +390.2% | +688.4% | -298.3% | +338.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling