+3,375.8%
LLY vs AU
+793.6%
+2,582.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -2.1% | -3.6% | +1.5% | -2.0% |
| 30D | -1.6% | +23.9% | -25.5% | -2.7% |
| 3M | +2.3% | +19.1% | -16.8% | +1.2% |
| 6M | +14.9% | -0.2% | +15.0% | +14.4% |
| YTD | +7.5% | +32.5% | -25.0% | +5.4% |
| 1Y | +55.7% | +96.9% | -41.3% | +49.7% |
| 3Y | +110.6% | +614.7% | -504.1% | +89.3% |
| 5Y | +363.4% | +647.7% | -284.3% | +312.2% |
| 10Y | +1,649.0% | +679.2% | +969.8% | +1,411.0% |
| All | +3,375.8% | +793.6% | +2,582.1% | +2,922.3% |
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 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