+139.5%
LLY vs CAPR
+299.3%
-159.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +26.5% | -26.1% | +0.3% |
| 7D | +1.4% | +25.8% | -24.4% | +1.3% |
| 30D | +21.5% | +50.2% | -28.7% | +21.4% |
| 3M | +18.5% | +185.5% | -167.0% | +18.2% |
| 6M | +49.1% | -64.8% | +113.9% | +49.2% |
| YTD | +34.4% | -61.1% | +95.5% | +34.4% |
| 1Y | +46.3% | +81.0% | -34.7% | +45.6% |
| All | +139.5% | +299.3% | -159.8% | +135.1% |
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