+57.3%
LLY vs AXP
-6.4%
+63.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +10.1% | +4.6% | +5.5% | +9.6% |
| 30D | +24.0% | +9.7% | +14.3% | +23.3% |
| 3M | +27.3% | -3.8% | +31.1% | +27.2% |
| 6M | +47.0% | +4.8% | +42.2% | +45.6% |
| YTD | +32.6% | -9.1% | +41.7% | +31.3% |
| 1Y | +57.3% | -6.7% | +64.0% | +54.6% |
| All | +57.3% | -6.4% | +63.7% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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