+2,043.2%
LLY vs AXP
+449.9%
+1,593.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -4.5% | +0.6% | -5.1% | -4.6% |
| 30D | +13.9% | +5.8% | +8.1% | +12.6% |
| 3M | +13.8% | -6.0% | +19.8% | +15.1% |
| 6M | +37.6% | +0.3% | +37.3% | +37.2% |
| YTD | +26.6% | -12.3% | +38.9% | +29.1% |
| 1Y | +45.3% | -11.2% | +56.6% | +47.8% |
| 3Y | +132.2% | +117.0% | +15.2% | +94.1% |
| 5Y | +434.7% | +93.2% | +341.5% | +349.6% |
| All | +2,043.2% | +449.9% | +1,593.3% | +1,347.6% |
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 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