+654.9%
LLY vs ACI
+25.9%
+629.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -1.6% | +5.9% | -7.5% | -2.1% |
| 3M | +2.3% | -19.8% | +22.1% | +3.8% |
| 6M | +14.9% | -24.7% | +39.6% | +17.1% |
| YTD | +7.5% | -24.4% | +31.9% | +9.5% |
| 1Y | +55.7% | -31.5% | +87.2% | +60.0% |
| 3Y | +110.6% | -38.7% | +149.3% | +118.1% |
| 5Y | +363.4% | -42.8% | +406.2% | +378.2% |
| All | +654.9% | +25.9% | +629.0% | +625.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling