+2,730.8%
LLY vs ALM
+7,705.7%
-4,975.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +2.3% | -15.0% | +17.3% | +2.3% |
| 6M | +14.9% | -10.1% | +25.0% | +14.9% |
| YTD | +7.5% | +99.4% | -92.0% | +7.3% |
| 1Y | +55.7% | +316.4% | -260.7% | +55.2% |
| 3Y | +110.6% | +2,022.0% | -1,911.4% | +109.4% |
| 5Y | +363.4% | +941.2% | -577.8% | +360.9% |
| 10Y | +1,649.0% | +2,950.3% | -1,301.4% | +1,634.7% |
| All | +2,730.8% | +7,705.7% | -4,975.0% | +2,672.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling