+17,561.1%
LLY vs ADI
+36,130.1%
-18,569.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -1.6% | -3.8% | +2.2% | -1.2% |
| 3M | +2.3% | -15.3% | +17.5% | +3.9% |
| 6M | +14.9% | +6.7% | +8.2% | +13.3% |
| YTD | +7.5% | +34.8% | -27.3% | +3.0% |
| 1Y | +55.7% | +49.0% | +6.7% | +47.2% |
| 3Y | +110.6% | +108.1% | +2.5% | +89.4% |
| 5Y | +363.4% | +142.4% | +221.0% | +305.0% |
| 10Y | +1,649.0% | +589.9% | +1,059.1% | +1,238.3% |
| All | +17,561.1% | +36,130.1% | -18,569.0% | +6,475.5% |
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