+19,102.9%
LLY vs ALB
+2,835.3%
+16,267.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.2% |
| 7D | -2.1% | -8.1% | +5.9% | -1.0% |
| 30D | -1.6% | +6.3% | -7.9% | -2.6% |
| 3M | +2.3% | -23.6% | +25.9% | +5.7% |
| 6M | +14.9% | -24.6% | +39.5% | +18.1% |
| YTD | +7.5% | -10.3% | +17.7% | +7.0% |
| 1Y | +55.7% | +61.5% | -5.8% | +40.4% |
| 3Y | +110.6% | -34.0% | +144.6% | +107.7% |
| 5Y | +363.4% | -44.6% | +408.0% | +350.3% |
| 10Y | +1,649.0% | +76.1% | +1,572.9% | +1,152.0% |
| All | +19,102.9% | +2,835.3% | +16,267.6% | +7,958.7% |
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