+17,561.1%
LLY vs AXP
+6,658.5%
+10,902.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | -1.6% | -6.5% | +4.9% | 0.0% |
| 3M | +2.3% | +4.6% | -2.4% | +0.9% |
| 6M | +14.9% | +5.4% | +9.5% | +13.1% |
| YTD | +7.5% | -11.1% | +18.6% | +9.7% |
| 1Y | +55.7% | -0.3% | +56.0% | +54.1% |
| 3Y | +110.6% | +111.6% | -1.0% | +71.0% |
| 5Y | +363.4% | +117.6% | +245.9% | +264.2% |
| 10Y | +1,649.0% | +474.1% | +1,174.9% | +913.7% |
| All | +17,561.1% | +6,658.5% | +10,902.7% | +4,548.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling