+2,080.1%
LLY vs ACWI
+224.5%
+1,855.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +6.7% | +2.4% | +4.3% | +5.1% |
| 30D | +19.6% | -1.7% | +21.2% | +20.8% |
| 3M | +19.7% | -3.9% | +23.6% | +22.6% |
| 6M | +42.7% | +0.8% | +41.9% | +41.1% |
| YTD | +35.1% | +11.0% | +24.1% | +25.1% |
| 1Y | +42.2% | +13.1% | +29.1% | +30.0% |
| 3Y | +140.8% | +73.9% | +66.9% | +65.7% |
| 5Y | +480.6% | +59.0% | +421.5% | +320.9% |
| All | +2,080.1% | +224.5% | +1,855.6% | +764.2% |
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