+21,985.5%
LLY vs ADI
+40,813.8%
-18,828.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -0.1% |
| 7D | +1.4% | +0.7% | +0.7% | +1.2% |
| 30D | +21.5% | +0.7% | +20.8% | +21.2% |
| 3M | +18.5% | +6.5% | +12.0% | +17.2% |
| 6M | +49.1% | -2.7% | +51.8% | +48.4% |
| YTD | +34.4% | +52.2% | -17.8% | +26.6% |
| 1Y | +46.3% | +77.5% | -31.2% | +35.3% |
| 3Y | +145.5% | +148.8% | -3.3% | +115.6% |
| 5Y | +472.7% | +142.9% | +329.8% | +399.4% |
| 10Y | +2,049.9% | +653.2% | +1,396.7% | +1,523.7% |
| All | +21,985.5% | +40,813.8% | -18,828.3% | +7,985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling