+22,521.9%
LLY vs ALB
+2,214.8%
+20,307.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.5% | +9.1% | -13.5% | -5.7% |
| 30D | +13.9% | -3.4% | +17.3% | +14.3% |
| 3M | +13.8% | -20.6% | +34.4% | +17.1% |
| 6M | +37.6% | -48.2% | +85.8% | +49.9% |
| YTD | +26.6% | -29.2% | +55.8% | +30.0% |
| 1Y | +45.3% | +10.0% | +35.3% | +39.3% |
| 3Y | +132.2% | -12.9% | +145.1% | +117.4% |
| 5Y | +434.7% | -61.3% | +496.0% | +449.1% |
| 10Y | +2,084.3% | +35.8% | +2,048.5% | +1,522.2% |
| All | +22,521.9% | +2,214.8% | +20,307.2% | +9,694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling