+140.8%
LLY vs ALB
-14.4%
+155.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +6.7% | -5.8% | +12.5% | +6.9% |
| 30D | +19.6% | -4.5% | +24.1% | +19.7% |
| 3M | +19.7% | -28.1% | +47.8% | +21.1% |
| 6M | +42.7% | -53.2% | +95.9% | +47.3% |
| YTD | +35.1% | -33.3% | +68.4% | +36.0% |
| 1Y | +42.2% | -17.4% | +59.6% | +41.4% |
| 3Y | +140.8% | -14.1% | +154.9% | +126.4% |
| All | +140.8% | -14.4% | +155.2% | +126.4% |
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