+2,080.1%
LLY vs ADP
+322.2%
+1,757.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +6.7% | +2.2% | +4.6% | +5.9% |
| 30D | +19.6% | +10.6% | +9.0% | +15.4% |
| 3M | +19.7% | +12.9% | +6.8% | +14.6% |
| 6M | +42.7% | +50.6% | -7.9% | +22.8% |
| YTD | +35.1% | +23.2% | +11.9% | +24.5% |
| 1Y | +42.2% | +25.3% | +16.9% | +30.0% |
| 3Y | +140.8% | +47.1% | +93.7% | +104.1% |
| 5Y | +480.6% | +50.1% | +430.5% | +378.4% |
| All | +2,080.1% | +322.2% | +1,757.9% | +1,103.7% |
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