+438.9%
LLY vs ALLE
+51.8%
+387.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +17.9% | +20.6% | -2.7% | +13.9% |
| 3M | +16.8% | +11.4% | +5.4% | +14.4% |
| 6M | +38.4% | +42.5% | -4.1% | +29.3% |
| YTD | +27.6% | +18.9% | +8.7% | +23.0% |
| 1Y | +48.3% | +14.2% | +34.2% | +44.0% |
| 3Y | +145.4% | +90.7% | +54.7% | +115.4% |
| 5Y | +438.9% | +52.5% | +386.4% | +397.0% |
| All | +438.9% | +51.8% | +387.1% | +397.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling