+372.0%
LLY vs CAG
-40.1%
+412.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.1% | -3.8% | +1.6% | -1.6% |
| 30D | -1.6% | +3.1% | -4.7% | -2.1% |
| 3M | +2.3% | +23.5% | -21.2% | -1.2% |
| 6M | +14.9% | -14.8% | +29.7% | +17.1% |
| YTD | +7.5% | -5.4% | +12.9% | +8.1% |
| 1Y | +55.7% | -11.8% | +67.5% | +58.0% |
| 3Y | +110.6% | -36.7% | +147.3% | +120.5% |
| All | +372.0% | -40.1% | +412.1% | +385.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling