+438.9%
LLY vs ALK
-33.9%
+472.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.5% | -3.5% |
| 7D | -0.7% | +7.1% | -7.7% | -1.2% |
| 30D | +17.9% | -3.0% | +20.9% | +18.0% |
| 3M | +16.8% | -25.6% | +42.5% | +19.2% |
| 6M | +38.4% | +0.5% | +38.0% | +37.4% |
| YTD | +27.6% | -23.1% | +50.7% | +28.6% |
| 1Y | +48.3% | -7.5% | +55.9% | +47.1% |
| 3Y | +145.4% | +15.3% | +130.0% | +137.3% |
| 5Y | +438.9% | -34.8% | +473.7% | +440.6% |
| All | +438.9% | -33.9% | +472.8% | +440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling