+17,561.1%
LLY vs ADP
+11,097.1%
+6,464.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | -2.1% | -3.4% | +1.3% | -0.9% |
| 30D | -1.6% | +2.8% | -4.4% | -2.6% |
| 3M | +2.3% | +20.9% | -18.6% | -4.7% |
| 6M | +14.9% | +29.9% | -15.0% | +3.6% |
| YTD | +7.5% | +9.6% | -2.2% | +2.6% |
| 1Y | +55.7% | -5.3% | +61.0% | +56.5% |
| 3Y | +110.6% | +16.5% | +94.1% | +94.4% |
| 5Y | +363.4% | +49.4% | +314.0% | +285.1% |
| 10Y | +1,649.0% | +282.2% | +1,366.8% | +898.6% |
| All | +17,561.1% | +11,097.1% | +6,464.0% | +2,918.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling