+390.7%
LLY vs AZO
+85.0%
+305.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -3.2% | -2.9% | -0.2% | -2.5% |
| 30D | -7.4% | -5.3% | -2.1% | -6.2% |
| 3M | -1.0% | -7.3% | +6.3% | +0.7% |
| 6M | +12.5% | -22.7% | +35.2% | +19.1% |
| YTD | +5.0% | -15.0% | +20.0% | +9.0% |
| 1Y | +49.8% | -32.2% | +82.0% | +62.6% |
| 3Y | +95.5% | +10.0% | +85.5% | +89.8% |
| 5Y | +390.7% | +85.8% | +304.8% | +317.4% |
| All | +390.7% | +85.0% | +305.7% | +317.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling