+2,077.5%
LLY vs ADI
+631.6%
+1,445.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.6% |
| 7D | +6.6% | +9.5% | -2.9% | +4.8% |
| 30D | +19.4% | -1.4% | +20.8% | +19.4% |
| 3M | +19.6% | +4.7% | +14.8% | +17.9% |
| 6M | +42.6% | -7.4% | +50.0% | +42.9% |
| YTD | +35.0% | +48.1% | -13.1% | +22.2% |
| 1Y | +42.0% | +69.6% | -27.6% | +24.8% |
| 3Y | +140.5% | +144.4% | -3.9% | +90.8% |
| 5Y | +479.9% | +134.1% | +345.7% | +353.3% |
| All | +2,077.5% | +631.6% | +1,445.8% | +1,213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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