+132.2%
LLY vs ADP
+48.5%
+83.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -4.5% | +3.2% | -7.7% | -5.0% |
| 30D | +13.9% | +14.9% | -1.0% | +11.5% |
| 3M | +13.8% | +11.6% | +2.1% | +11.8% |
| 6M | +37.6% | +48.5% | -10.8% | +30.8% |
| YTD | +26.6% | +20.6% | +6.0% | +26.7% |
| 1Y | +45.3% | +23.7% | +21.7% | +44.4% |
| 3Y | +132.2% | +47.8% | +84.4% | +136.0% |
| All | +132.2% | +48.5% | +83.7% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling