+4,326.3%
LLY vs AXTI
+298.5%
+4,027.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.3% |
| 7D | +6.6% | +7.6% | -1.0% | +6.3% |
| 30D | +19.4% | -32.1% | +51.5% | +20.4% |
| 3M | +19.6% | -46.0% | +65.5% | +20.9% |
| 6M | +42.6% | -65.7% | +108.2% | +44.6% |
| YTD | +35.0% | +155.9% | -120.9% | +25.4% |
| 1Y | +42.0% | +300.8% | -258.8% | +29.5% |
| 3Y | +140.5% | +1,981.6% | -1,841.1% | +99.5% |
| 5Y | +479.9% | +359.3% | +120.6% | +401.7% |
| 10Y | +2,059.2% | +780.8% | +1,278.4% | +1,651.9% |
| All | +4,326.3% | +298.5% | +4,027.8% | +3,018.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling