+472.7%
LLY vs ALHC
-65.3%
+537.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +1.4% | -5.5% | +6.9% | +1.5% |
| 30D | +21.5% | -4.9% | +26.5% | +21.6% |
| 3M | +18.5% | -41.7% | +60.2% | +20.0% |
| 6M | +49.1% | -55.2% | +104.3% | +51.7% |
| YTD | +34.4% | -61.1% | +95.5% | +37.0% |
| 1Y | +46.3% | -53.3% | +99.6% | +48.2% |
| 3Y | +145.5% | +28.2% | +117.3% | +134.3% |
| 5Y | +472.7% | -65.8% | +538.5% | +459.0% |
| All | +472.7% | -65.3% | +537.9% | +459.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling