+88.5%
LLY vs ALAB
+311.3%
-222.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.4% |
| 7D | +1.6% | -7.5% | +9.1% | +1.6% |
| 30D | +21.5% | -36.8% | +58.3% | +21.8% |
| 3M | +16.4% | -31.9% | +48.3% | +16.6% |
| 6M | +51.5% | +8.2% | +43.3% | +49.2% |
| YTD | +33.9% | +29.9% | +4.0% | +30.8% |
| 1Y | +49.1% | +24.4% | +24.7% | +45.6% |
| All | +88.5% | +311.3% | -222.8% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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