+1,545.2%
LLY vs ALB
+78.9%
+1,466.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.4% |
| 7D | -3.1% | -4.4% | +1.3% | -2.8% |
| 30D | -5.1% | -1.2% | -3.9% | -5.1% |
| 3M | -2.1% | -13.3% | +11.3% | -1.2% |
| 6M | +13.8% | -19.8% | +33.6% | +15.0% |
| YTD | +5.1% | -7.9% | +13.0% | +4.6% |
| 1Y | +53.1% | +60.2% | -7.0% | +44.8% |
| 3Y | +95.6% | -26.4% | +122.1% | +92.5% |
| 5Y | +361.5% | -42.5% | +404.0% | +353.1% |
| 10Y | +1,545.2% | +83.0% | +1,462.2% | +1,154.5% |
| All | +1,545.2% | +78.9% | +1,466.2% | +1,154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling