+144.6%
LLY vs ALHC
+30.0%
+114.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +1.5% |
| 7D | +1.6% | +3.8% | -2.2% | +1.7% |
| 30D | +21.5% | +1.7% | +19.8% | +21.5% |
| 3M | +16.4% | -44.3% | +60.8% | +16.3% |
| 6M | +51.5% | -57.2% | +108.7% | +51.2% |
| YTD | +33.9% | -61.2% | +95.1% | +33.5% |
| 1Y | +49.1% | -53.2% | +102.3% | +48.8% |
| 3Y | +144.6% | +27.8% | +116.8% | +148.7% |
| All | +144.6% | +30.0% | +114.6% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling