+1,612.0%
LLY vs AXP
+474.4%
+1,137.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.1% | -2.1% | 0.0% | -1.7% |
| 30D | -1.6% | -6.5% | +4.9% | -0.3% |
| 3M | +2.3% | +4.6% | -2.4% | +1.1% |
| 6M | +14.9% | +5.4% | +9.5% | +13.4% |
| YTD | +7.5% | -11.1% | +18.6% | +9.3% |
| 1Y | +55.7% | -0.3% | +56.0% | +54.3% |
| 3Y | +110.6% | +111.6% | -1.0% | +76.9% |
| 5Y | +363.4% | +117.6% | +245.9% | +278.8% |
| All | +1,612.0% | +474.4% | +1,137.6% | +1,021.3% |
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