+372.0%
LLY vs ALM
+951.0%
-579.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.2% |
| 3M | +2.3% | -15.0% | +17.3% | +2.6% |
| 6M | +14.9% | -10.1% | +25.0% | +14.8% |
| YTD | +7.5% | +99.4% | -92.0% | +5.7% |
| 1Y | +55.7% | +316.4% | -260.7% | +50.1% |
| 3Y | +110.6% | +2,022.0% | -1,911.4% | +104.0% |
| All | +372.0% | +951.0% | -579.0% | +346.3% |
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 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