+92.7%
LLY vs AUR
+86.2%
+6.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -3.1% | +11.1% | -14.2% | -3.4% |
| 30D | -8.6% | -6.9% | -1.7% | -8.5% |
| 3M | -1.6% | +5.5% | -7.2% | -2.1% |
| 6M | +11.8% | +41.0% | -29.2% | +9.8% |
| YTD | +5.1% | +69.3% | -64.2% | +2.6% |
| 1Y | +50.7% | +14.0% | +36.7% | +48.5% |
| All | +92.7% | +86.2% | +6.4% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling