+1,069.0%
LLY vs ALC
+31.8%
+1,037.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.1% |
| 7D | -4.5% | +4.9% | -9.4% | -6.0% |
| 30D | +13.9% | +19.0% | -5.0% | +7.6% |
| 3M | +13.8% | +7.8% | +6.0% | +10.9% |
| 6M | +37.6% | +14.6% | +23.0% | +31.0% |
| YTD | +26.6% | -4.4% | +31.0% | +27.4% |
| 1Y | +45.3% | +1.4% | +44.0% | +43.5% |
| 3Y | +132.2% | +2.5% | +129.7% | +127.5% |
| 5Y | +434.7% | -10.9% | +445.6% | +440.9% |
| All | +1,069.0% | +31.8% | +1,037.1% | +886.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling