+438.9%
LLY vs C
+106.8%
+332.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.0% | +1.3% | -3.1% |
| 7D | -0.7% | -5.3% | +4.6% | +0.1% |
| 30D | +17.9% | -7.3% | +25.2% | +19.1% |
| 3M | +16.8% | -13.5% | +30.3% | +19.0% |
| 6M | +38.4% | -6.5% | +44.9% | +39.2% |
| YTD | +27.6% | +3.6% | +24.0% | +25.8% |
| 1Y | +48.3% | +18.9% | +29.4% | +42.8% |
| 3Y | +145.4% | +205.0% | -59.6% | +106.2% |
| 5Y | +438.9% | +109.4% | +329.5% | +363.4% |
| All | +438.9% | +106.8% | +332.1% | +363.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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