+703.4%
LLY vs ALHC
-61.8%
+765.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.3% |
| 7D | +0.1% | +3.9% | -3.8% | 0.0% |
| 30D | +19.7% | -3.6% | +23.4% | +19.8% |
| 3M | +19.3% | -49.4% | +68.7% | +21.1% |
| 6M | +49.3% | -59.5% | +108.8% | +52.1% |
| YTD | +32.0% | -63.2% | +95.2% | +34.6% |
| 1Y | +53.7% | -55.5% | +109.2% | +55.7% |
| 3Y | +143.7% | +23.0% | +120.7% | +134.5% |
| 5Y | +463.9% | -65.7% | +529.6% | +449.7% |
| All | +703.4% | -61.8% | +765.3% | +664.7% |
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