+372.0%
LLY vs ALC
-16.0%
+388.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | -2.1% | -2.1% | -0.1% | -1.5% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | +2.3% | +5.9% | -3.6% | +0.2% |
| 6M | +14.9% | -15.9% | +30.8% | +20.7% |
| YTD | +7.5% | -10.1% | +17.6% | +10.4% |
| 1Y | +55.7% | -10.2% | +65.9% | +59.8% |
| 3Y | +110.6% | -13.6% | +124.2% | +119.1% |
| All | +372.0% | -16.0% | +388.0% | +393.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling