+1,545.2%
LLY vs ADI
+608.4%
+936.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 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