+2,043.2%
LLY vs ALM
+2,022.9%
+20.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -4.5% | -6.7% | +2.2% | -4.4% |
| 30D | +13.9% | -32.9% | +46.8% | +14.4% |
| 3M | +13.8% | -39.5% | +53.3% | +14.3% |
| 6M | +37.6% | -62.0% | +99.6% | +39.1% |
| YTD | +26.6% | -7.8% | +34.4% | +26.2% |
| 1Y | +45.3% | +26.7% | +18.7% | +44.1% |
| 3Y | +132.2% | +825.4% | -693.1% | +125.1% |
| 5Y | +434.7% | +401.2% | +33.4% | +418.6% |
| All | +2,043.2% | +2,022.9% | +20.3% | +1,910.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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