+41.1%
LLY vs ADVB
-61.6%
+102.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +42.7% | -43.4% | -0.5% |
| 7D | +4.6% | +74.2% | -69.6% | +4.9% |
| 30D | +22.4% | -35.9% | +58.2% | +22.3% |
| 3M | +17.1% | -56.4% | +73.6% | +17.1% |
| 6M | +44.6% | -36.7% | +81.4% | +45.6% |
| YTD | +33.5% | -43.3% | +76.8% | +33.8% |
| 1Y | +41.1% | -63.4% | +104.5% | +44.2% |
| All | +41.1% | -61.6% | +102.7% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling