+1,549.9%
LLY vs AXTI
+1,483.6%
+66.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -2.9% | +5.1% | -8.0% | -3.1% |
| 30D | -8.4% | -17.5% | +9.0% | -8.2% |
| 3M | -3.8% | -26.7% | +22.9% | -3.8% |
| 6M | +11.9% | +36.8% | -24.8% | +8.6% |
| YTD | +4.3% | +296.1% | -291.8% | -3.6% |
| 1Y | +48.5% | +1,810.6% | -1,762.2% | +28.3% |
| 3Y | +91.2% | +2,587.6% | -2,496.3% | +57.7% |
| 5Y | +387.5% | +601.7% | -214.3% | +319.9% |
| All | +1,549.9% | +1,483.6% | +66.3% | +1,170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 AXTI 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