+48.3%
LLY vs AXP
-8.6%
+57.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.5% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | +17.9% | +7.0% | +10.9% | +17.5% |
| 3M | +16.8% | -6.6% | +23.4% | +17.0% |
| 6M | +38.4% | +3.5% | +35.0% | +37.5% |
| YTD | +27.6% | -11.2% | +38.8% | +26.4% |
| 1Y | +48.3% | -10.2% | +58.5% | +46.6% |
| All | +48.3% | -8.6% | +57.0% | +46.6% |
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