+806.7%
LLY vs CARR
+414.1%
+392.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -3.2% | -4.1% | +1.0% | -2.7% |
| 30D | -7.4% | -11.0% | +3.5% | -6.3% |
| 3M | -1.0% | -16.4% | +15.3% | +0.6% |
| 6M | +12.5% | -2.4% | +14.9% | +12.0% |
| YTD | +5.0% | +8.4% | -3.4% | +3.4% |
| 1Y | +49.8% | -8.0% | +57.7% | +49.8% |
| 3Y | +95.5% | +0.6% | +94.9% | +93.0% |
| 5Y | +390.7% | +7.7% | +382.9% | +371.2% |
| All | +806.7% | +414.1% | +392.6% | +740.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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