+1,610.3%
LLY vs ADP
+285.0%
+1,325.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | -2.1% | -3.4% | +1.3% | -1.0% |
| 30D | -1.6% | +2.8% | -4.4% | -2.6% |
| 3M | +2.3% | +20.9% | -18.6% | -4.6% |
| 6M | +14.9% | +29.9% | -15.0% | +3.7% |
| YTD | +7.5% | +9.6% | -2.2% | +3.2% |
| 1Y | +55.7% | -5.3% | +61.0% | +58.0% |
| 3Y | +110.6% | +16.5% | +94.1% | +94.9% |
| 5Y | +363.4% | +49.4% | +314.0% | +279.9% |
| All | +1,610.3% | +285.0% | +1,325.2% | +880.4% |
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