+483.3%
LLY vs ALM
+410.2%
+73.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.5% | +1.1% |
| 7D | +6.7% | +1.2% | +5.5% | +6.7% |
| 30D | +19.6% | -19.3% | +38.9% | +19.9% |
| 3M | +19.7% | -40.6% | +60.4% | +20.5% |
| 6M | +42.7% | -57.9% | +100.6% | +44.4% |
| YTD | +35.1% | -6.7% | +41.8% | +34.4% |
| 1Y | +42.2% | +20.2% | +22.0% | +40.7% |
| 3Y | +140.8% | +879.4% | -738.7% | +135.9% |
| All | +483.3% | +410.2% | +73.1% | +455.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling