+132.2%
LLY vs ALK
+16.0%
+116.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -4.5% | +9.0% | -13.5% | -5.1% |
| 30D | +13.9% | -1.6% | +15.5% | +13.9% |
| 3M | +13.8% | -23.2% | +36.9% | +15.5% |
| 6M | +37.6% | -3.9% | +41.5% | +37.0% |
| YTD | +26.6% | -22.6% | +49.2% | +27.2% |
| 1Y | +45.3% | -5.3% | +50.7% | +43.6% |
| 3Y | +132.2% | +18.6% | +113.7% | +135.1% |
| All | +132.2% | +16.0% | +116.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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