+2,006.3%
LLY vs ALB
+38.2%
+1,968.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +0.1% | +9.5% | -9.4% | -0.6% |
| 30D | +19.7% | -2.1% | +21.9% | +19.8% |
| 3M | +19.3% | -24.1% | +43.4% | +21.5% |
| 6M | +49.3% | -51.0% | +100.3% | +57.2% |
| YTD | +32.0% | -29.3% | +61.3% | +33.8% |
| 1Y | +53.7% | +3.2% | +50.5% | +50.8% |
| 3Y | +143.7% | -9.3% | +153.1% | +133.3% |
| 5Y | +463.9% | -61.6% | +525.5% | +474.9% |
| 10Y | +2,006.3% | +40.8% | +1,965.6% | +1,521.9% |
| All | +2,006.3% | +38.2% | +1,968.1% | +1,521.9% |
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