+892.3%
LLY vs ALC
+24.0%
+868.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | +14.9% | -15.9% | +30.8% | +20.8% |
| YTD | +7.5% | -10.1% | +17.6% | +10.5% |
| 1Y | +55.7% | -10.2% | +65.9% | +59.9% |
| 3Y | +110.6% | -13.6% | +124.2% | +117.6% |
| 5Y | +363.4% | -15.1% | +378.6% | +376.6% |
| All | +892.3% | +24.0% | +868.3% | +755.5% |
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