+143.7%
LLY vs CAH
+180.2%
-36.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.3% | +4.1% |
| 7D | +0.1% | +7.8% | -7.8% | -1.5% |
| 30D | +19.7% | +15.5% | +4.3% | +16.2% |
| 3M | +19.3% | +16.3% | +3.0% | +15.5% |
| 6M | +49.3% | +50.0% | -0.7% | +37.9% |
| YTD | +32.0% | +34.7% | -2.7% | +23.1% |
| 1Y | +53.7% | +35.9% | +17.8% | +43.0% |
| 3Y | +143.7% | +178.5% | -34.7% | +82.3% |
| All | +143.7% | +180.2% | -36.5% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling