+46.3%
LLY vs ALC
-4.7%
+51.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.1% |
| 7D | +1.4% | -6.3% | +7.6% | +3.6% |
| 30D | +21.5% | +12.6% | +8.9% | +16.6% |
| 3M | +18.5% | -3.8% | +22.3% | +19.3% |
| 6M | +49.1% | +16.8% | +32.3% | +39.9% |
| YTD | +34.4% | -7.6% | +42.0% | +37.6% |
| 1Y | +46.3% | -5.9% | +52.2% | +48.0% |
| All | +46.3% | -4.7% | +51.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling