+3,572.1%
LLY vs ACN
+2,372.6%
+1,199.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +1.4% | -4.0% | +5.4% | +2.4% |
| 30D | +21.5% | +19.0% | +2.5% | +16.1% |
| 3M | +18.5% | +42.2% | -23.7% | +7.3% |
| 6M | +49.1% | +50.1% | -1.0% | +31.3% |
| YTD | +34.4% | -2.7% | +37.1% | +31.7% |
| 1Y | +46.3% | +7.6% | +38.7% | +39.3% |
| 3Y | +145.5% | -15.9% | +161.3% | +146.4% |
| 5Y | +472.7% | -24.4% | +497.1% | +482.5% |
| 10Y | +2,049.9% | +151.4% | +1,898.6% | +1,461.3% |
| All | +3,572.1% | +2,372.6% | +1,199.6% | +1,514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling