+110.2%
LLY vs ACWI
+76.1%
+34.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.5% |
| 30D | -1.6% | +0.9% | -2.5% | -2.2% |
| 3M | +2.3% | +2.4% | -0.1% | +0.3% |
| 6M | +14.9% | +12.4% | +2.5% | +4.6% |
| YTD | +7.5% | +15.2% | -7.7% | -4.3% |
| 1Y | +55.7% | +22.7% | +33.0% | +31.6% |
| All | +110.2% | +76.1% | +34.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling