+1,549.9%
LLY vs AZO
+296.8%
+1,253.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.9% | -3.6% | +0.6% | -2.1% |
| 30D | -8.4% | -5.6% | -2.9% | -7.2% |
| 3M | -3.8% | -6.6% | +2.9% | -2.3% |
| 6M | +11.9% | -22.5% | +34.5% | +18.6% |
| YTD | +4.3% | -15.2% | +19.5% | +8.2% |
| 1Y | +48.5% | -33.9% | +82.4% | +62.6% |
| 3Y | +91.2% | +11.8% | +79.4% | +83.8% |
| 5Y | +387.5% | +85.5% | +301.9% | +310.5% |
| All | +1,549.9% | +296.8% | +1,253.1% | +1,095.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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