+1,610.3%
LLY vs ACM
+130.7%
+1,479.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -3.7% | +1.6% | -1.5% |
| 30D | -1.6% | -11.1% | +9.5% | +0.2% |
| 3M | +2.3% | -8.0% | +10.3% | +3.4% |
| 6M | +14.9% | -29.7% | +44.5% | +21.8% |
| YTD | +7.5% | -29.4% | +36.8% | +13.2% |
| 1Y | +55.7% | -46.4% | +102.1% | +72.7% |
| 3Y | +110.6% | -22.3% | +132.9% | +114.4% |
| 5Y | +363.4% | +4.5% | +359.0% | +339.5% |
| All | +1,610.3% | +130.7% | +1,479.6% | +1,201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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