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  • LLY vs ADI✓SelectedUSD · ADILLY vs ADI performance historyLatest closeAs of-2.21%09/08
Stock and ETF performance explorer

LLY vs ADI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,545.2%
ADI return
+608.4%
Excess return
+936.7%
Maximum drawdown
-34.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioADIExcessAlpha
1D-2.2%+0.3%-2.5%-2.3%
7D-3.1%+2.4%-5.6%-3.6%
30D-5.1%-6.6%+1.5%-3.9%
3M-2.1%-9.8%+7.7%-0.8%
6M+13.8%+15.7%-1.8%+9.0%
YTD+5.1%+35.1%-30.0%-2.8%
1Y+53.1%+47.7%+5.4%+38.6%
3Y+95.6%+114.5%-18.8%+59.8%
5Y+361.5%+141.2%+220.3%+256.7%
10Y+1,545.2%+611.3%+933.9%+843.7%
All+1,545.2%+608.4%+936.7%+843.7%

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