+2,043.2%
LLY vs ALLE
+222.4%
+1,820.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | +13.9% | +25.3% | -11.4% | +7.5% |
| 3M | +13.8% | +10.3% | +3.5% | +10.7% |
| 6M | +37.6% | +38.0% | -0.4% | +26.1% |
| YTD | +26.6% | +17.8% | +8.8% | +20.4% |
| 1Y | +45.3% | +13.6% | +31.7% | +39.5% |
| 3Y | +132.2% | +89.2% | +43.0% | +91.7% |
| 5Y | +434.7% | +51.1% | +383.6% | +361.6% |
| All | +2,043.2% | +222.4% | +1,820.8% | +1,400.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling