+95.6%
LLY vs CAH
+184.7%
-89.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.7% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | -5.1% | +1.7% | -6.8% | -5.4% |
| 3M | -2.1% | +17.9% | -19.9% | -5.1% |
| 6M | +13.8% | +10.9% | +2.9% | +11.6% |
| YTD | +5.1% | +17.9% | -12.8% | +0.9% |
| 1Y | +53.1% | +61.7% | -8.6% | +33.1% |
| 3Y | +95.6% | +183.7% | -88.1% | +47.7% |
| All | +95.6% | +184.7% | -89.1% | +47.7% |
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