+2,080.1%
LLY vs CAPR
-65.7%
+2,145.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.3% |
| 7D | +6.7% | +5.9% | +0.9% | +6.7% |
| 30D | +19.6% | +44.6% | -25.0% | +19.2% |
| 3M | +19.7% | +126.4% | -106.7% | +18.9% |
| 6M | +42.7% | -68.6% | +111.3% | +43.0% |
| YTD | +35.1% | -67.0% | +102.1% | +35.3% |
| 1Y | +42.2% | +65.2% | -23.0% | +38.9% |
| 3Y | +140.8% | +235.6% | -94.8% | +130.4% |
| 5Y | +480.6% | +175.4% | +305.1% | +454.7% |
| All | +2,080.1% | -65.7% | +2,145.8% | +1,912.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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