+132.2%
LLY vs ALHC
+21.9%
+110.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | -4.5% | +1.0% | -5.4% | -4.5% |
| 30D | +13.9% | -14.2% | +28.1% | +13.9% |
| 3M | +13.8% | -45.1% | +58.9% | +13.7% |
| 6M | +37.6% | -59.5% | +97.1% | +37.6% |
| YTD | +26.6% | -62.8% | +89.4% | +26.4% |
| 1Y | +45.3% | -55.5% | +100.8% | +45.2% |
| 3Y | +132.2% | +25.7% | +106.5% | +120.7% |
| All | +132.2% | +21.9% | +110.3% | +120.7% |
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