+554.0%
LLY vs ALHC
-28.9%
+582.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.1% | -0.6% | -1.6% | -2.1% |
| 30D | -1.6% | -1.0% | -0.6% | -1.6% |
| 3M | +2.3% | -10.2% | +12.4% | +2.3% |
| 6M | +14.9% | -28.3% | +43.2% | +15.5% |
| YTD | +7.5% | -31.4% | +38.9% | +8.0% |
| 1Y | +55.7% | -16.9% | +72.6% | +55.4% |
| 3Y | +110.6% | +135.5% | -24.9% | +98.9% |
| 5Y | +363.4% | -33.6% | +397.1% | +346.2% |
| All | +554.0% | -28.9% | +582.9% | +513.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling