+1,545.2%
LLY vs ACN
+85.2%
+1,460.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.0% |
| 7D | -3.1% | -4.8% | +1.7% | -1.8% |
| 30D | -5.1% | +1.9% | -7.0% | -5.6% |
| 3M | -2.1% | +3.9% | -5.9% | -4.1% |
| 6M | +13.8% | -15.0% | +28.9% | +17.7% |
| YTD | +5.1% | -31.9% | +37.0% | +16.2% |
| 1Y | +53.1% | -28.5% | +81.6% | +65.8% |
| 3Y | +95.6% | -41.9% | +137.5% | +123.3% |
| 5Y | +361.5% | -42.9% | +404.4% | +418.9% |
| 10Y | +1,545.2% | +88.7% | +1,456.4% | +1,130.3% |
| All | +1,545.2% | +85.2% | +1,460.0% | +1,130.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling