+508.0%
LLY vs AUR
-36.7%
+544.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | 0.0% |
| 7D | -3.2% | +0.2% | -3.3% | -3.2% |
| 30D | -7.4% | -8.9% | +1.5% | -7.3% |
| 3M | -1.0% | +4.6% | -5.7% | -1.4% |
| 6M | +12.5% | +44.9% | -32.3% | +10.8% |
| YTD | +5.0% | +64.8% | -59.8% | +3.1% |
| 1Y | +49.8% | +16.4% | +33.4% | +48.0% |
| 3Y | +95.5% | +85.1% | +10.4% | +90.1% |
| 5Y | +390.7% | -36.1% | +426.8% | +396.8% |
| All | +508.0% | -36.7% | +544.7% | +525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling