+1,610.3%
LLY vs ALM
+2,950.3%
-1,340.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -1.6% | +32.0% | -33.6% | -2.0% |
| 3M | +2.3% | -15.0% | +17.3% | +2.4% |
| 6M | +14.9% | -10.1% | +25.0% | +14.8% |
| YTD | +7.5% | +99.4% | -92.0% | +6.1% |
| 1Y | +55.7% | +316.4% | -260.7% | +51.6% |
| 3Y | +110.6% | +2,022.0% | -1,911.4% | +101.8% |
| 5Y | +363.4% | +941.2% | -577.8% | +344.8% |
| All | +1,610.3% | +2,950.3% | -1,340.1% | +1,472.2% |
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