+2,006.3%
LLY vs AXP
+453.0%
+1,553.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.2% | +4.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.3% |
| 30D | +19.7% | +5.2% | +14.5% | +18.6% |
| 3M | +19.3% | -4.6% | +23.8% | +20.3% |
| 6M | +49.3% | +3.2% | +46.1% | +48.0% |
| YTD | +32.0% | -11.3% | +43.4% | +34.3% |
| 1Y | +53.7% | -11.0% | +64.7% | +56.2% |
| 3Y | +143.7% | +120.2% | +23.6% | +103.5% |
| 5Y | +463.9% | +91.7% | +372.2% | +375.8% |
| 10Y | +2,006.3% | +440.3% | +1,566.0% | +1,442.5% |
| All | +2,006.3% | +453.0% | +1,553.3% | +1,442.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling