+3,284.1%
LLY vs ALLE
+331.3%
+2,952.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +17.9% | +20.6% | -2.7% | +12.1% |
| 3M | +16.8% | +11.4% | +5.4% | +13.3% |
| 6M | +38.4% | +42.5% | -4.1% | +25.3% |
| YTD | +27.6% | +18.9% | +8.7% | +20.7% |
| 1Y | +48.3% | +14.2% | +34.2% | +41.9% |
| 3Y | +145.4% | +90.7% | +54.7% | +100.5% |
| 5Y | +438.9% | +52.5% | +386.4% | +360.8% |
| 10Y | +2,101.6% | +231.2% | +1,870.4% | +1,325.2% |
| All | +3,284.1% | +331.3% | +2,952.7% | +1,935.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling