+140.8%
LLY vs CAG
-36.3%
+177.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | +6.7% | -3.3% | +10.1% | +7.2% |
| 30D | +19.6% | +7.7% | +11.9% | +18.3% |
| 3M | +19.7% | -3.2% | +22.9% | +19.9% |
| 6M | +42.7% | +7.0% | +35.8% | +41.1% |
| YTD | +35.1% | -9.0% | +44.1% | +36.2% |
| 1Y | +42.2% | -9.6% | +51.8% | +43.4% |
| 3Y | +140.8% | -36.0% | +176.8% | +149.5% |
| All | +140.8% | -36.3% | +177.1% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling