+42.2%
LLY vs ALC
-6.0%
+48.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.2% |
| 7D | +6.7% | -1.1% | +7.8% | +7.1% |
| 30D | +19.6% | +16.0% | +3.5% | +13.7% |
| 3M | +19.7% | +0.8% | +18.9% | +18.8% |
| 6M | +42.7% | +16.8% | +25.9% | +34.2% |
| YTD | +35.1% | -5.5% | +40.6% | +37.2% |
| 1Y | +42.2% | -5.3% | +47.4% | +44.1% |
| All | +42.2% | -6.0% | +48.2% | +44.1% |
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