+438.9%
LLY vs AXP
+96.1%
+342.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.4% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | +17.9% | +7.0% | +10.9% | +16.6% |
| 3M | +16.8% | -6.6% | +23.4% | +18.1% |
| 6M | +38.4% | +3.5% | +35.0% | +37.3% |
| YTD | +27.6% | -11.2% | +38.8% | +29.5% |
| 1Y | +48.3% | -10.2% | +58.5% | +50.1% |
| 3Y | +145.4% | +120.0% | +25.3% | +110.7% |
| 5Y | +438.9% | +95.6% | +343.3% | +367.7% |
| All | +438.9% | +96.1% | +342.8% | +367.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling