+4,214.4%
LLY vs CAPR
-99.1%
+4,313.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.8% |
| 7D | -4.5% | +41.1% | -45.5% | -4.7% |
| 30D | +13.9% | +11.1% | +2.8% | +13.8% |
| 3M | +13.8% | +115.3% | -101.6% | +13.0% |
| 6M | +37.6% | -73.8% | +111.4% | +38.1% |
| YTD | +26.6% | -68.8% | +95.4% | +26.8% |
| 1Y | +45.3% | +43.3% | +2.0% | +42.1% |
| 3Y | +132.2% | +214.7% | -82.5% | +123.4% |
| 5Y | +434.7% | +141.3% | +293.4% | +413.4% |
| 10Y | +2,084.3% | -67.0% | +2,151.3% | +1,963.9% |
| All | +4,214.4% | -99.1% | +4,313.5% | +3,811.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling