+2,043.2%
LLY vs ACWI
+219.0%
+1,824.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -4.5% | -2.4% | -2.1% | -3.0% |
| 30D | +13.9% | -5.2% | +19.1% | +17.7% |
| 3M | +13.8% | -4.8% | +18.6% | +17.2% |
| 6M | +37.6% | -1.3% | +38.9% | +37.8% |
| YTD | +26.6% | +8.4% | +18.2% | +19.0% |
| 1Y | +45.3% | +11.0% | +34.3% | +34.4% |
| 3Y | +132.2% | +70.6% | +61.7% | +61.8% |
| 5Y | +434.7% | +55.3% | +379.4% | +293.2% |
| All | +2,043.2% | +219.0% | +1,824.2% | +754.6% |
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