+42.2%
LLY vs AUR
+0.7%
+41.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.3% |
| 7D | +6.7% | -4.5% | +11.3% | +6.8% |
| 30D | +19.6% | -16.6% | +36.2% | +19.8% |
| 3M | +19.7% | -38.5% | +58.2% | +21.1% |
| 6M | +42.7% | -49.9% | +92.6% | +47.6% |
| YTD | +35.1% | +9.6% | +25.5% | +26.7% |
| 1Y | +42.2% | +1.2% | +41.0% | +32.4% |
| All | +42.2% | +0.7% | +41.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling