+144.6%
LLY vs ALC
+3.6%
+141.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +2.0% |
| 7D | +1.6% | +2.3% | -0.7% | +0.7% |
| 30D | +21.5% | +15.5% | +5.9% | +15.2% |
| 3M | +16.4% | +0.6% | +15.8% | +15.9% |
| 6M | +51.5% | +18.4% | +33.1% | +41.5% |
| YTD | +33.9% | -5.6% | +39.5% | +35.5% |
| 1Y | +49.1% | 0.0% | +49.1% | +47.6% |
| 3Y | +144.6% | +2.8% | +141.8% | +154.1% |
| All | +144.6% | +3.6% | +141.0% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling