+22,701.2%
LLY vs ALB
+2,194.2%
+20,507.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.3% | -4.3% |
| 7D | -0.7% | +5.5% | -6.1% | -1.5% |
| 30D | +17.9% | -7.5% | +25.4% | +19.0% |
| 3M | +16.8% | -16.9% | +33.8% | +19.4% |
| 6M | +38.4% | -49.2% | +87.7% | +51.2% |
| YTD | +27.6% | -29.9% | +57.5% | +31.2% |
| 1Y | +48.3% | +8.2% | +40.1% | +42.5% |
| 3Y | +145.4% | -19.4% | +164.8% | +132.4% |
| 5Y | +438.9% | -61.6% | +500.5% | +454.2% |
| 10Y | +2,101.6% | +34.6% | +2,067.0% | +1,537.2% |
| All | +22,701.2% | +2,194.2% | +20,507.0% | +9,784.9% |
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