+522.3%
LLY vs AUR
-36.6%
+558.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.1% | +8.7% | -10.9% | -2.4% |
| 30D | -1.6% | -5.2% | +3.6% | -1.5% |
| 3M | +2.3% | -7.3% | +9.6% | +2.3% |
| 6M | +14.9% | +41.2% | -26.3% | +13.3% |
| YTD | +7.5% | +65.1% | -57.6% | +5.5% |
| 1Y | +55.7% | +13.4% | +42.3% | +54.0% |
| 3Y | +110.6% | +98.1% | +12.5% | +104.4% |
| 5Y | +363.4% | -36.0% | +399.5% | +369.3% |
| All | +522.3% | -36.6% | +558.9% | +540.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling