+144.6%
LLY vs AXP
+118.6%
+26.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | -0.6% | +2.3% | +1.8% |
| 30D | +21.5% | +5.0% | +16.5% | +20.5% |
| 3M | +16.4% | -4.2% | +20.7% | +17.3% |
| 6M | +51.5% | +2.9% | +48.5% | +50.2% |
| YTD | +33.9% | -11.6% | +45.5% | +36.2% |
| 1Y | +49.1% | -11.1% | +60.2% | +51.3% |
| 3Y | +144.6% | +116.7% | +27.9% | +125.3% |
| All | +144.6% | +118.6% | +26.0% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling