+91.5%
CSCO vs LLY
+480.5%
-388.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.4% | -6.4% |
| 7D | +1.9% | +6.6% | -4.7% | +1.3% |
| 30D | -15.8% | +19.4% | -35.3% | -17.3% |
| 3M | -15.4% | +19.6% | -35.0% | -16.9% |
| 6M | -5.4% | +42.6% | -48.0% | -9.0% |
| YTD | +26.5% | +35.0% | -8.5% | +22.0% |
| 1Y | +25.9% | +42.0% | -16.1% | +20.5% |
| 3Y | +97.5% | +140.5% | -43.0% | +67.3% |
| All | +91.5% | +480.5% | -388.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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