+57.3%
LLY vs ALB
+4.7%
+52.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.3% | -4.7% | +0.6% |
| 7D | +10.1% | -2.1% | +12.1% | +10.1% |
| 30D | +24.0% | -9.0% | +33.1% | +24.2% |
| 3M | +27.3% | -21.1% | +48.4% | +27.9% |
| 6M | +47.0% | -49.9% | +96.9% | +51.4% |
| YTD | +32.6% | -32.3% | +64.9% | +26.8% |
| 1Y | +57.3% | +8.6% | +48.7% | +33.0% |
| All | +57.3% | +4.7% | +52.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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