+1,545.2%
LLY vs CAG
-36.5%
+1,581.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -3.1% | -5.3% | +2.2% | -2.2% |
| 30D | -5.1% | +1.0% | -6.1% | -5.3% |
| 3M | -2.1% | +17.4% | -19.4% | -5.1% |
| 6M | +13.8% | -16.8% | +30.7% | +17.1% |
| YTD | +5.1% | -6.8% | +11.9% | +5.9% |
| 1Y | +53.1% | -15.4% | +68.5% | +56.8% |
| 3Y | +95.6% | -37.1% | +132.7% | +108.5% |
| 5Y | +361.5% | -41.3% | +402.8% | +395.4% |
| 10Y | +1,545.2% | -35.5% | +1,580.6% | +1,600.6% |
| All | +1,545.2% | -36.5% | +1,581.7% | +1,600.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling