+57.3%
LLY vs ALHC
-51.4%
+108.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.1% | -9.5% | +0.6% |
| 7D | +10.1% | -0.5% | +10.6% | +10.1% |
| 30D | +24.0% | -4.2% | +28.3% | +24.1% |
| 3M | +27.3% | -39.8% | +67.1% | +27.9% |
| 6M | +47.0% | -57.7% | +104.7% | +48.0% |
| YTD | +32.6% | -58.8% | +91.4% | +29.4% |
| 1Y | +57.3% | -52.4% | +109.7% | +46.6% |
| All | +57.3% | -51.4% | +108.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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