+49.9%
LLY vs ADVB
-97.5%
+147.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.8% |
| 7D | -4.5% | -13.9% | +9.4% | -4.5% |
| 30D | +13.9% | -68.1% | +82.0% | +14.4% |
| 3M | +13.8% | -73.4% | +87.1% | +14.2% |
| 6M | +37.6% | -70.8% | +108.4% | +38.5% |
| YTD | +26.6% | -66.1% | +92.7% | +25.7% |
| 1Y | +45.3% | -77.5% | +122.8% | +45.6% |
| All | +49.9% | -97.5% | +147.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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