+438.9%
LLY vs ACWI
+55.1%
+383.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | +0.1% | -1.7% |
| 7D | -0.7% | -4.0% | +3.4% | +1.6% |
| 30D | +17.9% | -5.8% | +23.7% | +21.7% |
| 3M | +16.8% | -5.0% | +21.9% | +20.0% |
| 6M | +38.4% | +0.7% | +37.7% | +36.9% |
| YTD | +27.6% | +8.4% | +19.2% | +20.6% |
| 1Y | +48.3% | +10.1% | +38.2% | +38.9% |
| 3Y | +145.4% | +70.8% | +74.6% | +81.8% |
| 5Y | +438.9% | +55.4% | +383.5% | +313.9% |
| All | +438.9% | +55.1% | +383.8% | +313.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling