+55.7%
LLY vs ACN
-24.8%
+80.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -1.6% | +9.4% | -11.0% | -2.2% |
| 3M | +2.3% | +5.6% | -3.4% | +0.8% |
| 6M | +14.9% | -9.3% | +24.1% | +14.9% |
| YTD | +7.5% | -29.0% | +36.4% | +11.9% |
| 1Y | +55.7% | -24.7% | +80.3% | +63.1% |
| All | +55.7% | -24.8% | +80.4% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling