+144.6%
LLY vs ALB
-13.3%
+157.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.7% | +1.6% |
| 7D | +1.6% | +5.3% | -3.6% | +1.4% |
| 30D | +21.5% | -6.3% | +27.7% | +21.7% |
| 3M | +16.4% | -27.4% | +43.8% | +17.7% |
| 6M | +51.5% | -53.1% | +104.6% | +56.3% |
| YTD | +33.9% | -32.3% | +66.2% | +34.7% |
| 1Y | +49.1% | -7.3% | +56.4% | +47.5% |
| 3Y | +144.6% | -14.9% | +159.5% | +131.1% |
| All | +144.6% | -13.3% | +157.9% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling