+2,750.0%
LLY vs ALLE
+260.9%
+2,489.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -1.6% | -6.8% | +5.2% | +0.2% |
| 3M | +2.3% | +21.0% | -18.7% | -3.1% |
| 6M | +14.9% | +1.1% | +13.8% | +14.0% |
| YTD | +7.5% | -0.5% | +8.0% | +6.8% |
| 1Y | +55.7% | -7.3% | +62.9% | +57.4% |
| 3Y | +110.6% | +42.3% | +68.3% | +86.6% |
| 5Y | +363.4% | +13.5% | +350.0% | +331.6% |
| 10Y | +1,649.0% | +144.0% | +1,504.9% | +1,136.8% |
| All | +2,750.0% | +260.9% | +2,489.2% | +1,700.0% |
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 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