+722.4%
LLY vs ALHC
-61.4%
+783.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.3% |
| 7D | +6.7% | +0.3% | +6.5% | +6.7% |
| 30D | +19.6% | -10.6% | +30.1% | +19.8% |
| 3M | +19.7% | -45.3% | +65.0% | +21.3% |
| 6M | +42.7% | -59.7% | +102.4% | +45.5% |
| YTD | +35.1% | -62.7% | +97.9% | +37.7% |
| 1Y | +42.2% | -56.1% | +98.3% | +44.1% |
| 3Y | +140.8% | +21.3% | +119.5% | +131.9% |
| 5Y | +480.6% | -66.0% | +546.5% | +465.8% |
| All | +722.4% | -61.4% | +783.7% | +682.5% |
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