+57.3%
LLY vs CAG
-6.8%
+64.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.6% |
| 7D | +10.1% | +9.7% | +0.4% | +7.9% |
| 30D | +24.0% | +15.8% | +8.3% | +20.5% |
| 3M | +27.3% | +1.8% | +25.5% | +26.4% |
| 6M | +47.0% | +11.5% | +35.4% | +43.5% |
| YTD | +32.6% | -6.7% | +39.3% | +39.3% |
| 1Y | +57.3% | -5.6% | +63.0% | +64.8% |
| All | +57.3% | -6.8% | +64.2% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling