+2,053.0%
LLY vs ADP
+319.4%
+1,733.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +22.4% | +11.6% | +10.7% | +17.7% |
| 3M | +17.1% | +15.1% | +2.1% | +11.3% |
| 6M | +44.6% | +46.0% | -1.4% | +25.8% |
| YTD | +33.5% | +22.4% | +11.1% | +23.2% |
| 1Y | +41.1% | +24.5% | +16.6% | +29.3% |
| 3Y | +143.8% | +44.8% | +99.0% | +107.9% |
| 5Y | +473.4% | +49.1% | +424.3% | +373.6% |
| All | +2,053.0% | +319.4% | +1,733.6% | +1,091.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling