+140.8%
LLY vs ACN
-16.0%
+156.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | +6.7% | -3.8% | +10.6% | +7.3% |
| 30D | +19.6% | +16.5% | +3.0% | +17.1% |
| 3M | +19.7% | +41.5% | -21.8% | +13.9% |
| 6M | +42.7% | +60.1% | -17.3% | +32.4% |
| YTD | +35.1% | -3.9% | +39.1% | +38.2% |
| 1Y | +42.2% | +4.1% | +38.1% | +42.6% |
| 3Y | +140.8% | -15.9% | +156.6% | +184.6% |
| All | +140.8% | -16.0% | +156.7% | +184.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling