+49.1%
LLY vs ADI
-0.2%
+49.3%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | +0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.0% |
| 30D | +21.5% | +0.7% | +20.8% | +21.2% |
| 3M | +18.5% | +6.5% | +12.0% | +19.6% |
| 6M | +49.1% | -2.7% | +51.8% | +49.6% |
| All | +49.1% | -0.2% | +49.3% | +49.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling