+78.2%
LLY vs ALAB
+262.8%
-184.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.0% | -0.8% |
| 7D | -4.5% | -26.3% | +21.8% | -4.3% |
| 30D | +13.9% | -50.1% | +64.0% | +14.5% |
| 3M | +13.8% | -42.5% | +56.2% | +14.2% |
| 6M | +37.6% | -10.8% | +48.5% | +36.0% |
| YTD | +26.6% | +14.6% | +12.0% | +23.9% |
| 1Y | +45.3% | +17.1% | +28.2% | +41.8% |
| All | +78.2% | +262.8% | -184.6% | +58.3% |
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