+4,246.5%
LLY vs AU
+653.8%
+3,592.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +1.4% | +4.7% | -3.3% | +1.1% |
| 30D | +21.5% | -1.5% | +23.1% | +21.5% |
| 3M | +18.5% | -5.0% | +23.5% | +18.5% |
| 6M | +49.1% | -13.5% | +62.6% | +49.5% |
| YTD | +34.4% | +11.7% | +22.7% | +32.7% |
| 1Y | +46.3% | +21.3% | +25.0% | +43.9% |
| 3Y | +145.5% | +545.0% | -399.5% | +121.7% |
| 5Y | +472.7% | +412.0% | +60.7% | +417.8% |
| 10Y | +2,050.0% | +899.1% | +1,150.9% | +1,732.5% |
| All | +4,246.5% | +653.8% | +3,592.7% | +3,705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling