+361.5%
LLY vs JAAA
+26.4%
+335.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -5.1% | +0.5% | -5.5% | -5.6% |
| 3M | -2.1% | +1.2% | -3.3% | -3.5% |
| 6M | +13.8% | +2.8% | +11.0% | +9.9% |
| YTD | +5.1% | +3.2% | +1.9% | +1.1% |
| 1Y | +53.1% | +4.8% | +48.3% | +44.6% |
| 3Y | +95.6% | +19.0% | +76.7% | +83.6% |
| 5Y | +361.5% | +26.8% | +334.7% | +376.2% |
| All | +361.5% | +26.4% | +335.1% | +376.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling