+139.5%
LLY vs ACM
-9.4%
+148.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +1.4% | +3.0% | -1.6% | +1.1% |
| 30D | +21.5% | +19.7% | +1.9% | +19.6% |
| 3M | +18.5% | +5.3% | +13.1% | +17.7% |
| 6M | +49.1% | -10.8% | +59.9% | +50.2% |
| YTD | +34.4% | -25.1% | +59.5% | +37.0% |
| 1Y | +46.3% | -45.8% | +92.1% | +58.6% |
| All | +139.5% | -9.4% | +148.9% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling