+132.2%
LLY vs ADI
+127.5%
+4.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.5% | -12.8% | +8.4% | -3.0% |
| 30D | +13.9% | -11.3% | +25.2% | +15.3% |
| 3M | +13.8% | -3.4% | +17.1% | +13.8% |
| 6M | +37.6% | -12.0% | +49.6% | +38.6% |
| YTD | +26.6% | +35.3% | -8.7% | +17.4% |
| 1Y | +45.3% | +58.1% | -12.7% | +31.0% |
| 3Y | +132.2% | +127.4% | +4.9% | +103.3% |
| All | +132.2% | +127.5% | +4.7% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling