+482.6%
LLY vs ALB
-64.0%
+546.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +6.6% | -5.8% | +12.4% | +6.9% |
| 30D | +19.4% | -4.5% | +24.0% | +19.6% |
| 3M | +19.6% | -28.1% | +47.6% | +21.2% |
| 6M | +42.6% | -53.2% | +95.7% | +47.6% |
| YTD | +35.0% | -33.3% | +68.3% | +36.3% |
| 1Y | +42.0% | -17.4% | +59.4% | +41.6% |
| 3Y | +140.5% | -14.1% | +154.6% | +132.1% |
| All | +482.6% | -64.0% | +546.6% | +463.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling