+51.1%
LLY vs ADVB
-97.6%
+148.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.5% | +5.8% | -3.7% |
| 7D | -0.7% | -28.0% | +27.4% | -0.6% |
| 30D | +17.9% | -70.2% | +88.1% | +18.4% |
| 3M | +16.8% | -76.1% | +92.9% | +17.3% |
| 6M | +38.4% | -72.3% | +110.7% | +39.4% |
| YTD | +27.6% | -67.5% | +95.1% | +26.7% |
| 1Y | +48.3% | -78.6% | +126.9% | +48.6% |
| All | +51.1% | -97.6% | +148.7% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling