+372.0%
LLY vs ALB
-44.4%
+416.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.7% |
| 7D | -2.1% | -8.1% | +5.9% | -1.8% |
| 30D | -1.6% | +6.3% | -7.9% | -1.9% |
| 3M | +2.3% | -23.6% | +25.9% | +3.6% |
| 6M | +14.9% | -24.6% | +39.5% | +16.0% |
| YTD | +7.5% | -10.3% | +17.7% | +7.2% |
| 1Y | +55.7% | +61.5% | -5.8% | +49.9% |
| 3Y | +110.6% | -34.0% | +144.6% | +107.6% |
| All | +372.0% | -44.4% | +416.4% | +353.8% |
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