+372.0%
LLY vs ACN
-40.9%
+412.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.2% |
| 7D | -2.1% | -1.5% | -0.6% | -1.9% |
| 30D | -1.6% | +9.4% | -11.0% | -3.4% |
| 3M | +2.3% | +5.6% | -3.4% | +0.6% |
| 6M | +14.9% | -9.3% | +24.1% | +16.3% |
| YTD | +7.5% | -29.0% | +36.4% | +15.4% |
| 1Y | +55.7% | -24.7% | +80.3% | +64.2% |
| 3Y | +110.6% | -39.8% | +150.4% | +133.0% |
| All | +372.0% | -40.9% | +412.9% | +419.6% |
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 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