+443.8%
LLY vs ADI
+115.4%
+328.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.5% | -12.8% | +8.4% | -2.9% |
| 30D | +13.9% | -11.3% | +25.2% | +15.5% |
| 3M | +13.8% | -3.4% | +17.1% | +13.8% |
| 6M | +37.6% | -12.0% | +49.6% | +38.7% |
| YTD | +26.6% | +35.3% | -8.7% | +18.4% |
| 1Y | +45.3% | +58.1% | -12.7% | +32.3% |
| 3Y | +132.2% | +127.4% | +4.9% | +96.5% |
| All | +443.8% | +115.4% | +328.4% | +339.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling