+1,580.3%
LLY vs CAH
+295.7%
+1,284.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -2.2% | -0.9% | -2.5% |
| 30D | -8.6% | +1.2% | -9.8% | -9.0% |
| 3M | -1.6% | +13.1% | -14.7% | -5.0% |
| 6M | +11.8% | +8.5% | +3.4% | +9.1% |
| YTD | +5.1% | +17.6% | -12.5% | -0.6% |
| 1Y | +50.7% | +60.7% | -9.9% | +29.5% |
| 3Y | +95.7% | +183.2% | -87.5% | +41.2% |
| 5Y | +390.2% | +402.2% | -12.0% | +195.9% |
| 10Y | +1,580.3% | +302.3% | +1,278.0% | +877.0% |
| All | +1,580.3% | +295.7% | +1,284.6% | +877.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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