+87.8%
LLY vs ALAB
+333.4%
-245.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +4.6% | +26.9% | -22.3% | +4.3% |
| 30D | +22.4% | -30.0% | +52.4% | +22.6% |
| 3M | +17.1% | -28.5% | +45.7% | +17.3% |
| 6M | +44.6% | +11.4% | +33.2% | +42.5% |
| YTD | +33.5% | +36.9% | -3.5% | +30.3% |
| 1Y | +41.1% | +44.4% | -3.2% | +37.3% |
| All | +87.8% | +333.4% | -245.5% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling