+2,006.3%
LLY vs ALM
+2,221.4%
-215.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +8.1% | -3.8% | +4.2% |
| 7D | +0.1% | +0.7% | -0.7% | +0.1% |
| 30D | +19.7% | -26.1% | +45.8% | +20.1% |
| 3M | +19.3% | -38.1% | +57.4% | +19.8% |
| 6M | +49.3% | -55.4% | +104.8% | +50.5% |
| YTD | +32.0% | -0.4% | +32.4% | +31.5% |
| 1Y | +53.7% | +25.4% | +28.4% | +52.5% |
| 3Y | +143.7% | +907.8% | -764.0% | +136.8% |
| 5Y | +463.9% | +440.2% | +23.7% | +448.0% |
| 10Y | +2,006.3% | +2,031.1% | -24.8% | +1,913.3% |
| All | +2,006.3% | +2,221.4% | -215.1% | +1,913.3% |
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