+483.3%
LLY vs ACI
-42.9%
+526.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | +6.7% | +2.3% | +4.5% | +6.5% |
| 30D | +19.6% | +1.2% | +18.3% | +19.4% |
| 3M | +19.7% | +6.8% | +12.9% | +19.0% |
| 6M | +42.7% | -18.7% | +61.5% | +44.7% |
| YTD | +35.1% | -20.2% | +55.3% | +37.1% |
| 1Y | +42.2% | -23.7% | +65.9% | +44.9% |
| 3Y | +140.8% | -31.6% | +172.4% | +147.4% |
| All | +483.3% | -42.9% | +526.2% | +502.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling