+837.5%
LLY vs ACI
+33.9%
+803.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +4.6% | -0.5% | +5.0% | +4.6% |
| 30D | +22.4% | +4.9% | +17.5% | +21.8% |
| 3M | +17.1% | +11.1% | +6.0% | +16.0% |
| 6M | +44.6% | -14.9% | +59.6% | +45.9% |
| YTD | +33.5% | -19.6% | +53.1% | +35.2% |
| 1Y | +41.1% | -22.7% | +63.8% | +43.5% |
| 3Y | +143.8% | -31.2% | +175.0% | +149.7% |
| 5Y | +473.4% | -42.3% | +515.7% | +491.7% |
| All | +837.5% | +33.9% | +803.6% | +795.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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