+466.3%
LLY vs CAPR
+151.3%
+315.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.9% | +11.4% | +1.5% |
| 7D | +1.6% | +7.6% | -6.0% | +1.6% |
| 30D | +21.5% | +13.3% | +8.2% | +21.3% |
| 3M | +16.4% | +130.4% | -114.0% | +15.7% |
| 6M | +51.5% | -70.8% | +122.3% | +51.9% |
| YTD | +33.9% | -69.3% | +103.2% | +34.2% |
| 1Y | +49.1% | +59.5% | -10.4% | +45.2% |
| 3Y | +144.6% | +216.8% | -72.2% | +114.8% |
| 5Y | +466.3% | +152.7% | +313.6% | +380.6% |
| All | +466.3% | +151.3% | +315.1% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling