+2,053.0%
LLY vs ALLE
+208.6%
+1,844.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +4.6% | +1.6% | +3.0% | +4.2% |
| 30D | +22.4% | +24.1% | -1.7% | +15.8% |
| 3M | +17.1% | +14.8% | +2.3% | +12.9% |
| 6M | +44.6% | +45.9% | -1.2% | +30.8% |
| YTD | +33.5% | +20.7% | +12.7% | +26.1% |
| 1Y | +41.1% | +14.2% | +26.9% | +35.3% |
| 3Y | +143.8% | +90.7% | +53.1% | +101.0% |
| 5Y | +473.4% | +50.6% | +422.8% | +396.8% |
| All | +2,053.0% | +208.6% | +1,844.4% | +1,492.4% |
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