+132.2%
LLY vs ALM
+825.4%
-693.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.8% |
| 7D | -4.5% | -6.7% | +2.2% | -4.3% |
| 30D | +13.9% | -32.9% | +46.8% | +15.2% |
| 3M | +13.8% | -39.5% | +53.3% | +15.1% |
| 6M | +37.6% | -62.0% | +99.6% | +41.3% |
| YTD | +26.6% | -7.8% | +34.4% | +24.7% |
| 1Y | +45.3% | +26.7% | +18.7% | +40.9% |
| 3Y | +132.2% | +825.4% | -693.1% | +107.9% |
| All | +132.2% | +825.4% | -693.1% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling