+143.7%
LLY vs JAAA
+18.5%
+125.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +0.1% | +0.1% | 0.0% | -0.2% |
| 30D | +19.7% | +0.4% | +19.3% | +17.6% |
| 3M | +19.3% | +1.1% | +18.1% | +13.0% |
| 6M | +49.3% | +2.3% | +47.1% | +34.4% |
| YTD | +32.0% | +3.9% | +28.1% | +10.2% |
| 1Y | +53.7% | +4.8% | +48.9% | +23.0% |
| 3Y | +143.7% | +18.4% | +125.3% | +40.7% |
| All | +143.7% | +18.5% | +125.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 3y: compounded portfolio wealth divided by compounded JAAA 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…
3y analysis · Full analysis span regression · 6 months rolling