+4,270.6%
LLY vs AU
+607.0%
+3,663.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +6.7% | -7.2% | +13.9% | +7.1% |
| 30D | +19.6% | -2.9% | +22.4% | +19.6% |
| 3M | +19.7% | -8.7% | +28.4% | +20.0% |
| 6M | +42.7% | -14.1% | +56.9% | +43.2% |
| YTD | +35.1% | +4.8% | +30.3% | +33.8% |
| 1Y | +42.2% | +11.9% | +30.3% | +40.3% |
| 3Y | +140.8% | +513.8% | -373.0% | +118.0% |
| 5Y | +480.6% | +379.3% | +101.3% | +426.6% |
| 10Y | +2,061.9% | +837.1% | +1,224.8% | +1,748.1% |
| All | +4,270.6% | +607.0% | +3,663.6% | +3,737.9% |
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