+3,728.0%
LLY vs ACWI
+356.8%
+3,371.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| YTD | +7.5% | +15.2% | -7.7% | -2.6% |
| 1Y | +55.7% | +22.7% | +33.0% | +35.2% |
| 3Y | +110.6% | +75.8% | +34.8% | +44.6% |
| 5Y | +363.4% | +67.7% | +295.7% | +223.3% |
| 10Y | +1,649.0% | +229.0% | +1,420.0% | +667.0% |
| All | +3,728.0% | +356.8% | +3,371.2% | +1,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling