+2,024.1%
LLY vs ALM
+2,040.7%
-16.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.7% | +1.5% |
| 7D | +1.6% | -6.3% | +8.0% | +1.7% |
| 30D | +21.5% | -31.4% | +52.9% | +22.0% |
| 3M | +16.4% | -40.6% | +57.0% | +17.0% |
| 6M | +51.5% | -58.6% | +110.1% | +52.8% |
| YTD | +33.9% | -7.6% | +41.5% | +33.5% |
| 1Y | +49.1% | +13.8% | +35.3% | +48.1% |
| 3Y | +144.6% | +842.1% | -697.5% | +137.8% |
| 5Y | +466.3% | +407.4% | +58.9% | +450.6% |
| 10Y | +2,024.1% | +2,079.4% | -55.2% | +1,926.8% |
| All | +2,024.1% | +2,040.7% | -16.6% | +1,926.8% |
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