+132.2%
LLY vs CAPR
+214.7%
-82.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.8% |
| 7D | -4.5% | +41.1% | -45.5% | -4.5% |
| 30D | +13.9% | +11.1% | +2.8% | +13.9% |
| 3M | +13.8% | +115.3% | -101.6% | +13.6% |
| 6M | +37.6% | -73.8% | +111.4% | +37.8% |
| YTD | +26.6% | -68.8% | +95.4% | +26.7% |
| 1Y | +45.3% | +43.3% | +2.0% | +44.7% |
| 3Y | +132.2% | +214.7% | -82.5% | +125.8% |
| All | +132.2% | +214.7% | -82.5% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling