+55.7%
LLY vs ADP
-4.5%
+60.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -2.1% |
| 30D | -1.6% | +2.8% | -4.4% | -1.6% |
| 3M | +2.3% | +20.9% | -18.6% | +2.9% |
| 6M | +14.9% | +29.9% | -15.0% | +17.5% |
| YTD | +7.5% | +9.6% | -2.2% | +14.1% |
| 1Y | +55.7% | -5.3% | +61.0% | +70.6% |
| All | +55.7% | -4.5% | +60.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling