+2,049.9%
LLY vs ACWI
+227.3%
+1,822.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.8% | -0.4% |
| 7D | +1.4% | -0.7% | +2.0% | +1.8% |
| 30D | +21.5% | -2.0% | +23.5% | +23.0% |
| 3M | +18.5% | -2.2% | +20.6% | +19.9% |
| 6M | +49.1% | +1.9% | +47.2% | +46.4% |
| YTD | +34.4% | +12.0% | +22.4% | +23.7% |
| 1Y | +46.3% | +12.5% | +33.8% | +34.2% |
| 3Y | +145.5% | +75.4% | +70.1% | +68.0% |
| 5Y | +472.7% | +61.5% | +411.2% | +310.8% |
| 10Y | +2,049.9% | +227.1% | +1,822.8% | +756.2% |
| All | +2,049.9% | +227.3% | +1,822.6% | +756.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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