+443.8%
LLY vs ACN
-23.1%
+467.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.5% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | +13.9% | +33.5% | -19.6% | +8.1% |
| 3M | +13.8% | +53.5% | -39.7% | +4.8% |
| 6M | +37.6% | +52.2% | -14.6% | +25.7% |
| YTD | +26.6% | -0.1% | +26.7% | +27.2% |
| 1Y | +45.3% | +11.0% | +34.3% | +41.9% |
| 3Y | +132.2% | -11.8% | +144.0% | +137.7% |
| All | +443.8% | -23.1% | +467.0% | +482.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling