+2,053.0%
LLY vs CAG
-38.0%
+2,091.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +4.6% | -6.2% | +10.8% | +5.8% |
| 30D | +22.4% | +7.4% | +14.9% | +20.6% |
| 3M | +17.1% | -1.6% | +18.7% | +17.3% |
| 6M | +44.6% | +6.3% | +38.3% | +42.4% |
| YTD | +33.5% | -10.1% | +43.5% | +35.1% |
| 1Y | +41.1% | -10.2% | +51.4% | +42.9% |
| 3Y | +143.8% | -37.3% | +181.1% | +160.1% |
| 5Y | +473.4% | -41.6% | +514.9% | +516.1% |
| All | +2,053.0% | -38.0% | +2,091.0% | +1,991.4% |
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